+140.8%
IEMG vs FITB
+290.8%
-150.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | +1.9% | -5.7% | +7.6% | +3.4% |
| 3M | +1.4% | +3.2% | -1.7% | +0.3% |
| 6M | +15.2% | +23.4% | -8.2% | +8.5% |
| YTD | +23.8% | +18.8% | +5.0% | +17.5% |
| 1Y | +30.7% | +25.0% | +5.7% | +22.0% |
| 3Y | +83.3% | +131.2% | -47.9% | +42.0% |
| 5Y | +48.8% | +70.7% | -21.9% | +22.3% |
| All | +140.8% | +290.8% | -150.0% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling