+144.8%
IEMG vs USFD
+306.5%
-161.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +4.9% | +0.6% |
| 7D | +1.6% | -7.0% | +8.6% | +3.1% |
| 30D | +4.6% | -10.3% | +14.9% | +7.0% |
| 3M | +4.8% | +9.2% | -4.3% | +2.5% |
| 6M | +16.8% | +7.4% | +9.4% | +14.4% |
| YTD | +24.8% | +29.4% | -4.5% | +17.0% |
| 1Y | +34.3% | +24.8% | +9.5% | +26.6% |
| 3Y | +87.0% | +150.0% | -63.0% | +50.2% |
| 5Y | +49.9% | +195.5% | -145.5% | +14.3% |
| 10Y | +144.8% | +315.7% | -171.0% | +60.1% |
| All | +144.8% | +306.5% | -161.8% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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