+134.0%
IEMG vs FIVE
+505.3%
-371.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | +0.1% | -1.1% |
| 7D | +5.3% | +2.4% | +2.8% | +4.8% |
| 30D | -7.2% | +15.8% | -23.0% | -9.7% |
| 3M | -8.1% | +3.8% | -11.9% | -9.0% |
| 6M | -6.7% | +18.5% | -25.3% | -10.3% |
| YTD | +11.6% | +31.2% | -19.6% | +5.0% |
| 1Y | +11.4% | +61.8% | -50.4% | +0.7% |
| 3Y | +69.3% | +39.9% | +29.4% | +50.1% |
| 5Y | +34.9% | +18.3% | +16.6% | +20.0% |
| All | +134.0% | +505.3% | -371.4% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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