+140.8%
IEMG vs FLEX
+1,128.1%
-987.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.2% | -6.0% | -0.5% |
| 7D | -1.3% | +5.7% | -7.0% | -2.7% |
| 30D | +1.9% | -7.0% | +8.9% | +3.5% |
| 3M | +1.4% | -23.8% | +25.2% | +7.2% |
| 6M | +15.2% | +82.6% | -67.5% | -4.2% |
| YTD | +23.8% | +91.6% | -67.8% | +1.3% |
| 1Y | +30.7% | +100.6% | -69.9% | +5.0% |
| 3Y | +83.3% | +479.8% | -396.5% | +7.5% |
| 5Y | +48.8% | +746.5% | -697.7% | -23.1% |
| All | +140.8% | +1,128.1% | -987.4% | -2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling