+144.3%
IEMG vs FITB
+470.9%
-326.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.4% |
| 7D | +1.6% | -0.4% | +2.0% | +1.7% |
| 30D | +4.6% | -5.1% | +9.8% | +6.2% |
| 3M | +4.8% | +3.5% | +1.3% | +3.5% |
| 6M | +16.8% | +17.2% | -0.4% | +11.1% |
| YTD | +24.8% | +17.6% | +7.2% | +18.3% |
| 1Y | +34.3% | +23.4% | +10.9% | +25.2% |
| 3Y | +87.0% | +129.7% | -42.8% | +41.9% |
| 5Y | +49.9% | +68.4% | -18.5% | +21.4% |
| 10Y | +144.8% | +285.6% | -140.9% | +32.3% |
| All | +144.3% | +470.9% | -326.7% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling