+13.9%
IEMG vs FLEX
+23.4%
-9.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -12.3% | +13.2% | +3.3% |
| 7D | -3.1% | -17.0% | +13.9% | +0.3% |
| 30D | -10.3% | -33.8% | +23.5% | -3.2% |
| 3M | -6.6% | -39.0% | +32.4% | +2.2% |
| 6M | -3.9% | -15.9% | +12.0% | -1.6% |
| YTD | +12.4% | +27.8% | -15.5% | +3.9% |
| 1Y | +13.9% | +25.0% | -11.1% | +5.6% |
| All | +13.9% | +23.4% | -9.6% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 1y: compounded portfolio wealth divided by compounded FLEX 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…
1y analysis · Full analysis span regression · 6 months rolling