+121.4%
IEMG vs FIX
+12,448.4%
-12,326.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.0% | -2.7% | +1.3% |
| 7D | +0.7% | +6.4% | -5.7% | -0.7% |
| 30D | -6.4% | -29.1% | +22.7% | -0.4% |
| 3M | -5.5% | -31.1% | +25.6% | +0.8% |
| 6M | -8.3% | -42.8% | +34.5% | +1.2% |
| YTD | +13.2% | +24.6% | -11.5% | +6.3% |
| 1Y | +13.0% | +21.9% | -9.0% | +6.2% |
| 3Y | +71.6% | +524.9% | -453.3% | +7.5% |
| 5Y | +37.1% | +1,092.2% | -1,055.1% | -27.8% |
| 10Y | +135.2% | +3,759.0% | -3,623.8% | -11.0% |
| All | +121.4% | +12,448.4% | -12,326.9% | -36.0% |
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