+47.0%
IEMG vs FITB
+68.4%
-21.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -0.9% | -1.0% | +0.1% | -0.6% |
| 30D | +2.1% | -5.5% | +7.6% | +3.4% |
| 3M | +4.6% | +4.1% | +0.5% | +3.4% |
| 6M | +14.0% | +18.7% | -4.7% | +8.9% |
| YTD | +22.3% | +18.2% | +4.2% | +16.7% |
| 1Y | +30.7% | +23.7% | +7.0% | +23.0% |
| 3Y | +83.2% | +130.8% | -47.6% | +44.3% |
| 5Y | +47.0% | +69.8% | -22.8% | +25.6% |
| All | +47.0% | +68.4% | -21.4% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling