+48.3%
IEMG vs RIO
+91.0%
-42.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | -1.3% | -3.2% | +1.9% | 0.0% |
| 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% | +10.3% |
| YTD | +23.8% | +31.2% | -7.4% | +10.9% |
| 1Y | +30.7% | +67.9% | -37.3% | +6.3% |
| 3Y | +83.3% | +88.8% | -5.5% | +41.1% |
| All | +48.3% | +91.0% | -42.7% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling