+137.9%
IEMG vs RCAT
-98.5%
+236.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.0% |
| 7D | -0.9% | -5.4% | +4.5% | -0.8% |
| 30D | +2.1% | -24.2% | +26.3% | +2.2% |
| 3M | +4.6% | -25.8% | +30.4% | +4.7% |
| 6M | +14.0% | -44.9% | +59.0% | +14.2% |
| YTD | +22.3% | +1.9% | +20.4% | +22.2% |
| 1Y | +30.7% | -5.2% | +35.8% | +30.5% |
| 3Y | +83.2% | +759.6% | -676.4% | +81.4% |
| 5Y | +47.0% | +187.5% | -140.6% | +45.6% |
| All | +137.9% | -98.5% | +236.4% | +143.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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