+145.4%
IEMG vs RCL
+914.5%
-769.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +2.2% | -5.1% | +7.3% | +3.2% |
| 30D | +4.6% | -19.0% | +23.6% | +8.7% |
| 3M | +0.4% | -9.6% | +9.9% | +2.0% |
| 6M | +16.4% | -6.7% | +23.0% | +17.3% |
| YTD | +25.4% | -3.9% | +29.4% | +24.9% |
| 1Y | +38.3% | -25.1% | +63.4% | +43.5% |
| 3Y | +84.1% | +179.1% | -95.0% | +45.7% |
| 5Y | +49.0% | +243.3% | -194.3% | +8.1% |
| 10Y | +141.8% | +325.8% | -183.9% | +45.9% |
| All | +145.4% | +914.5% | -769.0% | +9.2% |
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