+142.3%
IEMG vs FISV
+174.0%
-31.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.4% | -4.2% | -0.2% |
| 7D | -1.3% | -2.7% | +1.4% | -0.7% |
| 30D | +1.9% | 0.0% | +1.9% | +1.7% |
| 3M | +1.4% | -2.8% | +4.2% | +1.1% |
| 6M | +15.2% | -11.8% | +27.0% | +17.3% |
| YTD | +23.8% | -23.2% | +47.0% | +30.5% |
| 1Y | +30.7% | -62.0% | +92.6% | +61.6% |
| 3Y | +83.3% | -57.6% | +140.9% | +102.2% |
| 5Y | +48.8% | -53.4% | +102.2% | +52.9% |
| 10Y | +142.8% | +2.9% | +139.9% | +52.5% |
| All | +142.3% | +174.0% | -31.7% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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