+139.4%
IEMG vs FLR
+9.7%
+129.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.7% |
| 7D | -0.9% | -6.9% | +6.0% | +0.2% |
| 30D | +2.1% | +1.1% | +1.0% | +1.9% |
| 3M | +4.6% | +14.3% | -9.7% | +2.2% |
| 6M | +14.0% | +19.1% | -5.1% | +10.4% |
| YTD | +22.3% | +35.1% | -12.8% | +16.2% |
| 1Y | +30.7% | +29.5% | +1.2% | +24.5% |
| 3Y | +83.2% | +53.0% | +30.2% | +66.2% |
| 5Y | +47.0% | +238.9% | -191.9% | +16.9% |
| 10Y | +139.9% | +17.4% | +122.5% | +119.6% |
| All | +139.4% | +9.7% | +129.7% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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