+83.3%
IEMG vs FOXA
+117.6%
-34.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.1% |
| 7D | -1.3% | +0.8% | -2.1% | -1.4% |
| 30D | +1.9% | +5.0% | -3.1% | +1.4% |
| 3M | +1.4% | -3.0% | +4.4% | +1.8% |
| 6M | +15.2% | +14.8% | +0.4% | +12.7% |
| YTD | +23.8% | -8.9% | +32.7% | +25.7% |
| 1Y | +30.7% | +13.3% | +17.3% | +27.3% |
| 3Y | +83.3% | +115.4% | -32.1% | +55.0% |
| All | +83.3% | +117.6% | -34.3% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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