+48.3%
IEMG vs FTV
-2.3%
+50.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -1.3% | -4.0% | +2.7% | 0.0% |
| 30D | +1.9% | -11.0% | +12.9% | +5.8% |
| 3M | +1.4% | -8.4% | +9.8% | +4.0% |
| 6M | +15.2% | -2.6% | +17.7% | +15.5% |
| YTD | +23.8% | -0.6% | +24.4% | +22.5% |
| 1Y | +30.7% | +11.0% | +19.7% | +23.8% |
| 3Y | +83.3% | -6.3% | +89.6% | +81.9% |
| All | +48.3% | -2.3% | +50.6% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling