+145.6%
IEMG vs FLEX
+2,471.0%
-2,325.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -1.1% |
| 7D | +2.8% | +7.0% | -4.2% | +1.0% |
| 30D | +4.6% | -5.8% | +10.4% | +6.0% |
| 3M | +5.5% | -24.2% | +29.7% | +12.0% |
| 6M | +19.7% | +90.8% | -71.1% | -2.7% |
| YTD | +25.5% | +89.2% | -63.7% | +1.8% |
| 1Y | +35.5% | +104.7% | -69.2% | +6.8% |
| 3Y | +88.0% | +478.1% | -390.1% | +6.8% |
| 5Y | +50.6% | +726.2% | -675.6% | -24.7% |
| 10Y | +138.4% | +1,060.6% | -922.2% | -4.0% |
| All | +145.6% | +2,471.0% | -2,325.4% | -23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling