+140.8%
IEMG vs RCL
+346.0%
-205.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -1.3% | -1.9% | +0.6% | -1.0% |
| 30D | +1.9% | -15.5% | +17.5% | +4.9% |
| 3M | +1.4% | -9.7% | +11.1% | +3.0% |
| 6M | +15.2% | -8.7% | +23.9% | +16.5% |
| YTD | +23.8% | -5.8% | +29.6% | +23.8% |
| 1Y | +30.7% | -24.5% | +55.1% | +35.1% |
| 3Y | +83.3% | +173.9% | -90.6% | +48.0% |
| 5Y | +48.8% | +228.0% | -179.2% | +11.4% |
| All | +140.8% | +346.0% | -205.2% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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