+142.7%
IEMG vs USFD
+347.2%
-204.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +2.7% | +1.7% | +1.0% | +2.4% |
| 30D | -5.7% | +10.2% | -15.9% | -7.7% |
| 3M | -8.8% | -1.5% | -7.3% | -8.7% |
| 6M | -8.9% | +27.3% | -36.3% | -14.0% |
| YTD | +11.2% | +44.0% | -32.8% | +1.8% |
| 1Y | +12.2% | +50.4% | -38.1% | +1.7% |
| 3Y | +68.5% | +153.6% | -85.0% | +35.1% |
| 5Y | +34.3% | +219.0% | -184.6% | +1.0% |
| 10Y | +131.1% | +361.5% | -230.4% | +50.9% |
| All | +142.7% | +347.2% | -204.5% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling