+142.3%
IEMG vs IFF
+78.7%
+63.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | -1.3% | -3.2% | +1.9% | -0.3% |
| 30D | +1.9% | -0.3% | +2.2% | +1.9% |
| 3M | +1.4% | +8.4% | -7.0% | -1.6% |
| 6M | +15.2% | +23.0% | -7.9% | +6.7% |
| YTD | +23.8% | +25.5% | -1.6% | +13.6% |
| 1Y | +30.7% | +29.1% | +1.6% | +18.4% |
| 3Y | +83.3% | +31.7% | +51.6% | +61.2% |
| 5Y | +48.8% | -35.2% | +84.0% | +61.6% |
| 10Y | +142.8% | -20.7% | +163.5% | +125.4% |
| All | +142.3% | +78.7% | +63.6% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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