+48.3%
IEMG vs FTI
+1,066.8%
-1,018.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.1% |
| 7D | -1.3% | -4.4% | +3.1% | -0.6% |
| 30D | +1.9% | +1.5% | +0.4% | +1.7% |
| 3M | +1.4% | +8.2% | -6.8% | +0.1% |
| 6M | +15.2% | +18.8% | -3.7% | +11.8% |
| YTD | +23.8% | +71.7% | -47.9% | +13.9% |
| 1Y | +30.7% | +90.0% | -59.4% | +18.2% |
| 3Y | +83.3% | +270.5% | -187.2% | +48.6% |
| All | +48.3% | +1,066.8% | -1,018.5% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling