+50.6%
IEMG vs USFD
+214.9%
-164.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +2.8% | -3.3% | +6.1% | +3.6% |
| 30D | +4.6% | -5.3% | +10.0% | +6.0% |
| 3M | +5.5% | +18.8% | -13.3% | +0.7% |
| 6M | +19.7% | +14.3% | +5.4% | +15.1% |
| YTD | +25.5% | +36.9% | -11.4% | +14.5% |
| 1Y | +35.5% | +31.7% | +3.8% | +24.6% |
| 3Y | +88.0% | +164.5% | -76.5% | +39.7% |
| 5Y | +50.6% | +212.6% | -162.0% | +4.7% |
| All | +50.6% | +214.9% | -164.3% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling