+144.3%
IEMG vs FTI
+172.4%
-28.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +1.6% | -2.3% | +3.9% | +2.1% |
| 30D | +4.6% | +5.0% | -0.4% | +3.6% |
| 3M | +4.8% | +13.8% | -9.0% | +1.9% |
| 6M | +16.8% | +22.9% | -6.1% | +11.5% |
| YTD | +24.8% | +75.0% | -50.1% | +11.1% |
| 1Y | +34.3% | +96.9% | -62.6% | +16.4% |
| 3Y | +87.0% | +276.7% | -189.8% | +38.9% |
| 5Y | +49.9% | +1,157.0% | -1,107.1% | -17.3% |
| 10Y | +144.8% | +310.7% | -165.9% | +52.7% |
| All | +144.3% | +172.4% | -28.1% | +58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling