+81.1%
IEMG vs FLUT
-43.3%
+124.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -2.0% |
| 7D | -0.9% | -3.6% | +2.7% | -0.6% |
| 30D | +2.1% | -0.3% | +2.5% | +2.0% |
| 3M | +4.6% | -12.6% | +17.2% | +5.6% |
| 6M | +14.0% | -8.0% | +22.0% | +14.2% |
| YTD | +22.3% | -54.1% | +76.4% | +32.6% |
| 1Y | +30.7% | -66.1% | +96.8% | +46.8% |
| All | +81.1% | -43.3% | +124.4% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling