+88.2%
IEMG vs FN
+166.1%
-77.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.5% | +1.2% |
| 7D | +2.2% | -1.7% | +3.9% | +2.5% |
| 30D | +4.6% | -22.0% | +26.6% | +7.7% |
| 3M | +0.4% | -43.0% | +43.4% | +7.0% |
| 6M | +16.4% | -27.7% | +44.1% | +19.5% |
| YTD | +25.4% | -10.5% | +36.0% | +25.1% |
| 1Y | +38.3% | +12.5% | +25.8% | +33.8% |
| All | +88.2% | +166.1% | -77.9% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling