+30.7%
IEMG vs FLNC
+46.9%
-16.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +1.0% |
| 7D | -1.3% | -4.1% | +2.8% | -1.0% |
| 30D | +1.9% | -24.8% | +26.7% | +4.2% |
| 3M | +1.4% | -59.1% | +60.5% | +8.0% |
| 6M | +15.2% | -42.0% | +57.1% | +19.4% |
| YTD | +23.8% | -49.8% | +73.6% | +28.1% |
| 1Y | +30.7% | +43.1% | -12.4% | +29.8% |
| All | +30.7% | +46.9% | -16.2% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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