+37.1%
IEMG vs FIX
+1,052.8%
-1,015.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.4% | -6.5% | +1.2% |
| 7D | -0.1% | -7.2% | +7.1% | +0.7% |
| 30D | -8.8% | -35.1% | +26.4% | -2.0% |
| 3M | -7.2% | -34.3% | +27.1% | -0.8% |
| 6M | -9.8% | -42.9% | +33.1% | -1.6% |
| YTD | +11.4% | +19.5% | -8.1% | +7.8% |
| 1Y | +13.2% | +16.8% | -3.6% | +9.7% |
| 3Y | +70.0% | +506.7% | -436.7% | +16.8% |
| All | +37.1% | +1,052.8% | -1,015.6% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling