+145.4%
IEMG vs FICO
+2,003.5%
-1,858.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -16.7% | +18.3% | +5.4% |
| 7D | +2.2% | -19.2% | +21.4% | +6.8% |
| 30D | +4.6% | -14.6% | +19.2% | +7.6% |
| 3M | +0.4% | -20.1% | +20.5% | +3.4% |
| 6M | +16.4% | -36.3% | +52.7% | +25.2% |
| YTD | +25.4% | -44.9% | +70.3% | +39.5% |
| 1Y | +38.3% | -38.6% | +76.9% | +47.5% |
| 3Y | +84.1% | +4.0% | +80.1% | +58.8% |
| 5Y | +49.0% | +99.5% | -50.5% | -0.2% |
| 10Y | +141.8% | +604.7% | -462.8% | -2.3% |
| All | +145.4% | +2,003.5% | -1,858.0% | -31.2% |
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