+83.3%
IEMG vs RIO
+88.2%
-4.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.9% |
| 7D | -1.3% | -3.2% | +1.9% | +0.2% |
| 30D | +1.9% | +0.9% | +1.0% | +1.4% |
| 3M | +1.4% | -1.4% | +2.9% | +1.8% |
| 6M | +15.2% | +10.9% | +4.2% | +9.6% |
| YTD | +23.8% | +31.2% | -7.4% | +9.4% |
| 1Y | +30.7% | +67.9% | -37.3% | +3.5% |
| 3Y | +83.3% | +88.8% | -5.5% | +35.7% |
| All | +83.3% | +88.2% | -4.9% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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