+38.3%
IEMG vs FLUT
-65.9%
+104.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.8% | +1.7% |
| 7D | +2.2% | -1.6% | +3.9% | +2.3% |
| 30D | +4.6% | +7.7% | -3.1% | +4.5% |
| 3M | +0.4% | -0.7% | +1.1% | 0.0% |
| 6M | +16.4% | -11.2% | +27.5% | +16.5% |
| YTD | +25.4% | -53.4% | +78.9% | +32.0% |
| 1Y | +38.3% | -65.8% | +104.0% | +47.6% |
| All | +38.3% | -65.9% | +104.2% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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