+88.0%
IEMG vs FIX
+784.8%
-696.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.3% |
| 7D | +2.8% | +6.1% | -3.3% | +1.8% |
| 30D | +4.6% | -2.7% | +7.3% | +5.0% |
| 3M | +5.5% | -10.9% | +16.5% | +7.1% |
| 6M | +19.7% | +29.0% | -9.3% | +15.3% |
| YTD | +25.5% | +76.9% | -51.4% | +16.3% |
| 1Y | +35.5% | +130.7% | -95.2% | +21.3% |
| 3Y | +88.0% | +790.7% | -702.7% | +43.2% |
| All | +88.0% | +784.8% | -696.9% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling