+30.7%
IEMG vs FIVE
+69.1%
-38.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.6% |
| 7D | -0.9% | +0.6% | -1.4% | -1.0% |
| 30D | +2.1% | +3.0% | -0.9% | +1.3% |
| 3M | +4.6% | +23.2% | -18.6% | +0.1% |
| 6M | +14.0% | +9.2% | +4.9% | +11.3% |
| YTD | +22.3% | +28.1% | -5.8% | +15.0% |
| 1Y | +30.7% | +65.3% | -34.6% | +15.7% |
| All | +30.7% | +69.1% | -38.4% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling