+145.4%
IEMG vs FIVE
+635.3%
-489.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | +0.8% |
| 7D | +2.2% | +4.3% | -2.0% | +1.5% |
| 30D | +4.6% | +12.5% | -7.9% | +2.4% |
| 3M | +0.4% | +31.2% | -30.9% | -4.5% |
| 6M | +16.4% | +14.4% | +2.0% | +12.9% |
| YTD | +25.4% | +33.9% | -8.5% | +18.4% |
| 1Y | +38.3% | +65.1% | -26.8% | +25.5% |
| 3Y | +84.1% | +49.0% | +35.1% | +62.7% |
| 5Y | +49.0% | +30.3% | +18.7% | +31.0% |
| 10Y | +141.8% | +481.1% | -339.3% | +61.3% |
| All | +145.4% | +635.3% | -489.8% | +57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling