+137.9%
IEMG vs RBA
+195.3%
-57.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | -0.9% | -3.3% | +2.4% | -0.1% |
| 30D | +2.1% | -9.8% | +11.9% | +4.4% |
| 3M | +4.6% | -23.5% | +28.1% | +10.4% |
| 6M | +14.0% | -21.5% | +35.6% | +19.5% |
| YTD | +22.3% | -21.2% | +43.5% | +27.6% |
| 1Y | +30.7% | -30.2% | +60.9% | +40.0% |
| 3Y | +83.2% | +25.3% | +57.9% | +68.5% |
| 5Y | +47.0% | +35.1% | +11.9% | +29.4% |
| All | +137.9% | +195.3% | -57.4% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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