+145.4%
IEMG vs FIS
+64.9%
+80.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.9% |
| 7D | +2.2% | +1.1% | +1.2% | +1.9% |
| 30D | +4.6% | -2.2% | +6.8% | +5.1% |
| 3M | +0.4% | +2.1% | -1.8% | -1.1% |
| 6M | +16.4% | -14.7% | +31.0% | +20.3% |
| YTD | +25.4% | -35.7% | +61.1% | +41.3% |
| 1Y | +38.3% | -37.1% | +75.3% | +56.3% |
| 3Y | +84.1% | -20.0% | +104.1% | +87.4% |
| 5Y | +49.0% | -62.1% | +111.1% | +91.1% |
| 10Y | +141.8% | -37.4% | +179.2% | +140.3% |
| All | +145.4% | +64.9% | +80.6% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling