+145.4%
IEMG vs FIX
+17,295.5%
-17,150.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.3% | +1.3% |
| 7D | +2.2% | +6.0% | -3.8% | +1.0% |
| 30D | +4.6% | -7.2% | +11.9% | +6.1% |
| 3M | +0.4% | -15.9% | +16.2% | +3.5% |
| 6M | +16.4% | +12.7% | +3.6% | +12.6% |
| YTD | +25.4% | +72.8% | -47.3% | +11.3% |
| 1Y | +38.3% | +122.9% | -84.6% | +15.6% |
| 3Y | +84.1% | +774.3% | -690.3% | +8.3% |
| 5Y | +49.0% | +2,049.5% | -2,000.5% | -30.5% |
| 10Y | +141.8% | +5,821.5% | -5,679.6% | -15.6% |
| All | +145.4% | +17,295.5% | -17,150.0% | -33.0% |
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