+30.7%
IEMG vs FIX
+119.3%
-88.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.6% |
| 7D | -0.9% | +0.7% | -1.5% | -1.0% |
| 30D | +2.1% | -5.7% | +7.8% | +3.5% |
| 3M | +4.6% | -7.4% | +12.0% | +6.2% |
| 6M | +14.0% | +15.1% | -1.0% | +10.2% |
| YTD | +22.3% | +70.7% | -48.4% | +11.9% |
| 1Y | +30.7% | +111.9% | -81.3% | +17.4% |
| All | +30.7% | +119.3% | -88.6% | +17.4% |
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