+27.5%
IEMG vs FRMI
-78.1%
+105.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +1.1% |
| 7D | -1.3% | +7.4% | -8.7% | -1.8% |
| 30D | +1.9% | -27.6% | +29.5% | +3.8% |
| 3M | +1.4% | -20.9% | +22.3% | +2.1% |
| 6M | +15.2% | -36.6% | +51.8% | +16.1% |
| YTD | +23.8% | -31.3% | +55.1% | +24.3% |
| All | +27.5% | -78.1% | +105.6% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling