+111.8%
IEMG vs FICO
+1,489.7%
-1,377.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | -2.8% | -0.9% | -1.8% | -2.6% |
| 30D | -12.0% | +3.3% | -15.3% | -13.2% |
| 3M | -9.0% | -31.7% | +22.7% | -3.7% |
| 6M | -11.8% | -34.0% | +22.1% | -7.7% |
| YTD | +8.3% | -58.3% | +66.6% | +25.4% |
| 1Y | +9.6% | -57.9% | +67.6% | +26.4% |
| 3Y | +62.3% | -24.1% | +86.3% | +47.9% |
| 5Y | +33.5% | +85.3% | -51.8% | -13.4% |
| 10Y | +116.7% | +520.3% | -403.6% | -13.3% |
| All | +111.8% | +1,489.7% | -1,377.8% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling