+13.9%
IEMG vs FIX
+14.3%
-0.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -15.1% | +16.0% | +4.6% |
| 7D | -3.1% | -18.9% | +15.8% | +1.6% |
| 30D | -10.3% | -36.3% | +26.0% | +0.3% |
| 3M | -6.6% | -38.5% | +31.9% | +5.2% |
| 6M | -3.9% | -42.3% | +38.4% | +9.5% |
| YTD | +12.4% | +17.1% | -4.7% | +9.7% |
| 1Y | +13.9% | +14.4% | -0.5% | +11.3% |
| All | +13.9% | +14.3% | -0.4% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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