+165.4%
IEMG vs FTV
+89.3%
+76.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.4% |
| 7D | +2.8% | -0.4% | +3.2% | +2.9% |
| 30D | +4.6% | -8.3% | +13.0% | +8.2% |
| 3M | +5.5% | -7.4% | +12.9% | +8.2% |
| 6M | +19.7% | -1.2% | +20.9% | +19.5% |
| YTD | +25.5% | +2.7% | +22.8% | +22.5% |
| 1Y | +35.5% | +18.4% | +17.1% | +24.3% |
| 3Y | +88.0% | -2.0% | +90.0% | +83.1% |
| 5Y | +50.6% | +3.4% | +47.2% | +40.4% |
| 10Y | +138.4% | +78.5% | +59.9% | +73.6% |
| All | +165.4% | +89.3% | +76.1% | +90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling