+117.6%
IEMG vs RCL
+1,144.0%
-1,026.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +2.7% | -1.2% | +3.9% | +2.9% |
| 30D | -5.7% | +17.8% | -23.6% | -8.6% |
| 3M | -8.8% | +4.9% | -13.7% | -9.9% |
| 6M | -8.9% | +23.7% | -32.6% | -12.9% |
| YTD | +11.2% | +17.8% | -6.6% | +6.4% |
| 1Y | +12.2% | +28.9% | -16.7% | +5.4% |
| 3Y | +68.5% | +241.9% | -173.3% | +28.4% |
| 5Y | +34.3% | +295.4% | -261.1% | -5.0% |
| 10Y | +131.1% | +344.1% | -213.0% | +40.1% |
| All | +117.6% | +1,144.0% | -1,026.5% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling