+140.8%
IEMG vs FTI
+305.3%
-164.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.0% |
| 7D | -1.3% | -4.4% | +3.1% | -0.5% |
| 30D | +1.9% | +1.5% | +0.4% | +1.6% |
| 3M | +1.4% | +8.2% | -6.8% | -0.3% |
| 6M | +15.2% | +18.8% | -3.7% | +11.1% |
| YTD | +23.8% | +71.7% | -47.9% | +11.7% |
| 1Y | +30.7% | +90.0% | -59.4% | +15.4% |
| 3Y | +83.3% | +270.5% | -187.2% | +40.3% |
| 5Y | +48.8% | +1,084.5% | -1,035.8% | -12.2% |
| All | +140.8% | +305.3% | -164.5% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling