+137.9%
IEMG vs FIX
+5,963.7%
-5,825.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.7% |
| 7D | -0.9% | +0.7% | -1.5% | -1.0% |
| 30D | +2.1% | -5.7% | +7.8% | +3.2% |
| 3M | +4.6% | -7.4% | +12.0% | +5.8% |
| 6M | +14.0% | +15.1% | -1.0% | +10.1% |
| YTD | +22.3% | +70.7% | -48.4% | +9.1% |
| 1Y | +30.7% | +111.9% | -81.3% | +10.8% |
| 3Y | +83.2% | +759.5% | -676.3% | +8.4% |
| 5Y | +47.0% | +2,164.4% | -2,117.4% | -32.7% |
| All | +137.9% | +5,963.7% | -5,825.8% | -10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling