+83.3%
IEMG vs FIS
-25.5%
+108.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | -1.3% | -7.9% | +6.6% | -0.7% |
| 30D | +1.9% | -8.0% | +9.9% | +2.5% |
| 3M | +1.4% | +0.6% | +0.8% | +0.6% |
| 6M | +15.2% | -22.2% | +37.4% | +18.4% |
| YTD | +23.8% | -40.8% | +64.6% | +33.5% |
| 1Y | +30.7% | -41.5% | +72.2% | +41.1% |
| 3Y | +83.3% | -25.5% | +108.8% | +78.1% |
| All | +83.3% | -25.5% | +108.7% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 3y: compounded portfolio wealth divided by compounded FIS 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…
3y analysis · Full analysis span regression · 6 months rolling