+13.9%
IEMG vs RIG
+43.0%
-29.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.6% | +8.5% | +1.3% |
| 7D | -3.1% | -18.8% | +15.7% | -2.1% |
| 30D | -10.3% | -1.1% | -9.2% | -10.5% |
| 3M | -6.6% | +4.4% | -11.0% | -7.3% |
| 6M | -3.9% | -20.8% | +16.9% | -3.1% |
| YTD | +12.4% | +32.0% | -19.6% | +5.1% |
| 1Y | +13.9% | +39.7% | -25.9% | +5.1% |
| All | +13.9% | +43.0% | -29.2% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling