+47.0%
IEMG vs FIS
-65.9%
+112.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.2% |
| 7D | -0.9% | -8.9% | +8.0% | +0.4% |
| 30D | +2.1% | -9.9% | +12.0% | +3.5% |
| 3M | +4.6% | 0.0% | +4.6% | +3.9% |
| 6M | +14.0% | -22.9% | +36.9% | +18.1% |
| YTD | +22.3% | -40.9% | +63.2% | +32.7% |
| 1Y | +30.7% | -40.4% | +71.1% | +41.3% |
| 3Y | +83.2% | -25.4% | +108.6% | +87.5% |
| 5Y | +47.0% | -64.8% | +111.8% | +69.5% |
| All | +47.0% | -65.9% | +112.9% | +69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling