+145.6%
IEMG vs RBA
+409.2%
-263.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.0% | +0.5% |
| 7D | +2.8% | -1.1% | +3.8% | +3.0% |
| 30D | +4.6% | -13.2% | +17.9% | +7.7% |
| 3M | +5.5% | -21.4% | +26.9% | +10.4% |
| 6M | +19.7% | -20.9% | +40.6% | +25.0% |
| YTD | +25.5% | -19.9% | +45.4% | +30.3% |
| 1Y | +35.5% | -28.7% | +64.2% | +44.1% |
| 3Y | +88.0% | +27.4% | +60.6% | +73.4% |
| 5Y | +50.6% | +41.7% | +8.8% | +32.4% |
| 10Y | +138.4% | +189.6% | -51.2% | +70.5% |
| All | +145.6% | +409.2% | -263.6% | +55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling