+145.6%
IEMG vs RIG
-85.7%
+231.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | +2.8% | -2.7% | +5.5% | +3.0% |
| 30D | +4.6% | +9.5% | -4.9% | +3.6% |
| 3M | +5.5% | -6.6% | +12.2% | +6.0% |
| 6M | +19.7% | -2.9% | +22.6% | +19.2% |
| YTD | +25.5% | +39.5% | -14.0% | +20.0% |
| 1Y | +35.5% | +82.3% | -46.8% | +25.5% |
| 3Y | +88.0% | -29.6% | +117.6% | +86.9% |
| 5Y | +50.6% | +63.2% | -12.6% | +30.8% |
| 10Y | +138.4% | -45.0% | +183.3% | +95.7% |
| All | +145.6% | -85.7% | +231.3% | +143.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling