+147.0%
IEMG vs USFD
+352.6%
-205.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | -6.4% | +12.3% | -18.7% | -8.8% |
| 3M | -5.5% | -0.7% | -4.8% | -5.6% |
| 6M | -8.3% | +31.3% | -39.6% | -14.0% |
| YTD | +13.2% | +45.7% | -32.5% | +3.3% |
| 1Y | +13.0% | +52.1% | -39.1% | +2.1% |
| 3Y | +71.6% | +158.2% | -86.6% | +37.1% |
| 5Y | +37.1% | +213.8% | -176.6% | +3.4% |
| 10Y | +135.2% | +367.0% | -231.8% | +53.2% |
| All | +147.0% | +352.6% | -205.6% | +60.7% |
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 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