+138.4%
IEMG vs FN
+882.3%
-744.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.3% |
| 7D | +2.8% | +3.5% | -0.8% | +2.2% |
| 30D | +4.6% | -26.0% | +30.6% | +9.7% |
| 3M | +5.5% | -33.3% | +38.8% | +11.8% |
| 6M | +19.7% | -14.9% | +34.6% | +20.2% |
| YTD | +25.5% | -8.6% | +34.1% | +23.3% |
| 1Y | +35.5% | +12.3% | +23.2% | +27.5% |
| 3Y | +88.0% | +174.4% | -86.4% | +40.3% |
| 5Y | +50.6% | +296.4% | -245.8% | -0.4% |
| 10Y | +138.4% | +890.0% | -751.7% | +23.3% |
| All | +138.4% | +882.3% | -744.0% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling