+83.3%
IEMG vs RDW
+241.5%
-158.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.4% |
| 7D | -1.3% | +0.9% | -2.1% | -1.4% |
| 30D | +1.9% | -21.3% | +23.2% | +3.5% |
| 3M | +1.4% | -37.9% | +39.3% | +3.8% |
| 6M | +15.2% | +12.3% | +2.9% | +12.5% |
| YTD | +23.8% | +39.7% | -15.9% | +18.6% |
| 1Y | +30.7% | +25.7% | +5.0% | +24.9% |
| 3Y | +83.3% | +230.8% | -147.6% | +57.5% |
| All | +83.3% | +241.5% | -158.2% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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