+84.8%
IEMG vs RCL
+171.9%
-87.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.2% |
| 7D | +1.6% | -2.2% | +3.8% | +2.0% |
| 30D | +4.6% | -15.7% | +20.3% | +7.7% |
| 3M | +4.8% | -8.0% | +12.8% | +6.0% |
| 6M | +16.8% | -10.1% | +27.0% | +18.2% |
| YTD | +24.8% | -5.9% | +30.7% | +24.8% |
| 1Y | +34.3% | -23.5% | +57.8% | +38.3% |
| All | +84.8% | +171.9% | -87.1% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling