+13.9%
IEMG vs FRMI
-93.1%
+107.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -10.6% | +11.5% | +1.7% |
| 7D | -3.1% | -39.7% | +36.6% | +0.7% |
| 30D | -10.3% | -55.2% | +44.8% | -5.0% |
| 3M | -6.6% | -71.2% | +64.6% | +1.9% |
| 6M | -3.9% | -64.1% | +60.2% | +2.3% |
| YTD | +12.4% | -77.2% | +89.6% | +22.4% |
| 1Y | +13.9% | -93.2% | +107.1% | +30.3% |
| All | +13.9% | -93.1% | +107.0% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling