+117.9%
IEMG vs FIX
+11,925.5%
-11,807.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.4% | -6.5% | +0.9% |
| 7D | -0.1% | -7.2% | +7.1% | +0.9% |
| 30D | -8.8% | -35.1% | +26.4% | -1.1% |
| 3M | -7.2% | -34.3% | +27.1% | +0.1% |
| 6M | -9.8% | -42.9% | +33.1% | -0.4% |
| YTD | +11.4% | +19.5% | -8.1% | +5.5% |
| 1Y | +13.2% | +16.8% | -3.6% | +7.4% |
| 3Y | +70.0% | +506.7% | -436.7% | +7.1% |
| 5Y | +36.6% | +1,046.7% | -1,010.1% | -27.5% |
| 10Y | +121.0% | +3,800.0% | -3,679.0% | -16.5% |
| All | +117.9% | +11,925.5% | -11,807.6% | -36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling