+145.4%
IEMG vs FLUT
+42.8%
+102.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.8% | +1.8% |
| 7D | +2.2% | -1.6% | +3.9% | +2.3% |
| 30D | +4.6% | +7.7% | -3.1% | +4.0% |
| 3M | +0.4% | -0.7% | +1.1% | +0.1% |
| 6M | +16.4% | -11.2% | +27.5% | +16.8% |
| YTD | +25.4% | -53.4% | +78.9% | +31.5% |
| 1Y | +38.3% | -65.8% | +104.0% | +47.9% |
| 3Y | +84.1% | -44.9% | +129.0% | +89.2% |
| 5Y | +49.0% | -49.7% | +98.7% | +50.2% |
| 10Y | +141.8% | -9.7% | +151.5% | +142.9% |
| All | +145.4% | +42.8% | +102.6% | +145.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling