+116.2%
IEMG vs FWONK
+276.9%
-160.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +1.9% | -7.7% | +9.7% | +3.9% |
| 3M | +1.4% | +5.7% | -4.3% | -0.4% |
| 6M | +15.2% | +13.5% | +1.7% | +11.0% |
| YTD | +23.8% | -3.0% | +26.8% | +23.9% |
| 1Y | +30.7% | -6.4% | +37.1% | +31.7% |
| 3Y | +83.3% | +43.8% | +39.5% | +62.5% |
| 5Y | +48.8% | +98.6% | -49.8% | +19.4% |
| 10Y | +142.8% | +340.0% | -197.2% | +54.0% |
| All | +116.2% | +276.9% | -160.8% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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