+121.5%
IEMG vs FND
+57.3%
+64.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +1.6% | -0.8% | +2.4% | +1.7% |
| 30D | +4.6% | -19.6% | +24.2% | +8.9% |
| 3M | +4.8% | -4.3% | +9.2% | +5.0% |
| 6M | +16.8% | -20.4% | +37.3% | +20.7% |
| YTD | +24.8% | -21.9% | +46.7% | +28.9% |
| 1Y | +34.3% | -45.2% | +79.5% | +47.8% |
| 3Y | +87.0% | -49.2% | +136.2% | +102.1% |
| 5Y | +49.9% | -61.8% | +111.8% | +64.7% |
| All | +121.5% | +57.3% | +64.3% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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