+49.9%
IEMG vs RBA
+39.8%
+10.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.4% |
| 7D | +1.6% | -1.9% | +3.5% | +1.9% |
| 30D | +4.6% | -13.0% | +17.6% | +7.0% |
| 3M | +4.8% | -23.1% | +28.0% | +9.2% |
| 6M | +16.8% | -22.6% | +39.4% | +21.3% |
| YTD | +24.8% | -20.4% | +45.2% | +28.6% |
| 1Y | +34.3% | -29.6% | +63.9% | +41.4% |
| 3Y | +87.0% | +26.6% | +60.4% | +75.8% |
| 5Y | +49.9% | +38.2% | +11.8% | +33.7% |
| All | +49.9% | +39.8% | +10.2% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling