+140.8%
IEMG vs FTV
+80.7%
+60.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -1.3% | -4.0% | +2.7% | +0.3% |
| 30D | +1.9% | -11.0% | +12.9% | +6.6% |
| 3M | +1.4% | -8.4% | +9.8% | +4.5% |
| 6M | +15.2% | -2.6% | +17.7% | +15.6% |
| YTD | +23.8% | -0.6% | +24.4% | +22.3% |
| 1Y | +30.7% | +11.0% | +19.7% | +23.0% |
| 3Y | +83.3% | -6.3% | +89.6% | +81.8% |
| 5Y | +48.8% | -1.5% | +50.3% | +41.5% |
| All | +140.8% | +80.7% | +60.1% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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