+145.4%
IEMG vs FN
+4,113.0%
-3,967.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.5% | +1.1% |
| 7D | +2.2% | -1.7% | +3.9% | +2.5% |
| 30D | +4.6% | -22.0% | +26.6% | +8.4% |
| 3M | +0.4% | -43.0% | +43.4% | +8.7% |
| 6M | +16.4% | -27.7% | +44.1% | +19.9% |
| YTD | +25.4% | -10.5% | +36.0% | +24.0% |
| 1Y | +38.3% | +12.5% | +25.8% | +30.8% |
| 3Y | +84.1% | +153.8% | -69.7% | +43.8% |
| 5Y | +49.0% | +288.0% | -239.0% | +4.3% |
| 10Y | +141.8% | +906.4% | -764.6% | +39.5% |
| All | +145.4% | +4,113.0% | -3,967.6% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling