+145.6%
IEMG vs RGEN
+3,141.0%
-2,995.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +2.8% | -0.9% | +3.7% | +2.9% |
| 30D | +4.6% | +2.8% | +1.8% | +4.2% |
| 3M | +5.5% | +34.5% | -29.0% | +0.8% |
| 6M | +19.7% | +40.5% | -20.8% | +13.2% |
| YTD | +25.5% | +2.8% | +22.7% | +23.8% |
| 1Y | +35.5% | +39.6% | -4.1% | +27.7% |
| 3Y | +88.0% | +4.4% | +83.6% | +78.8% |
| 5Y | +50.6% | -42.8% | +93.3% | +50.2% |
| 10Y | +138.4% | +406.7% | -268.4% | +75.3% |
| All | +145.6% | +3,141.0% | -2,995.4% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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