+139.4%
IEMG vs RJF
+749.7%
-610.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.6% |
| 7D | -0.9% | -4.2% | +3.3% | +0.6% |
| 30D | +2.1% | -3.6% | +5.7% | +3.3% |
| 3M | +4.6% | +15.6% | -11.0% | -0.9% |
| 6M | +14.0% | +17.6% | -3.6% | +7.3% |
| YTD | +22.3% | +9.2% | +13.1% | +17.6% |
| 1Y | +30.7% | +5.5% | +25.2% | +26.8% |
| 3Y | +83.2% | +70.3% | +12.9% | +46.2% |
| 5Y | +47.0% | +106.0% | -59.0% | +6.2% |
| 10Y | +139.9% | +425.1% | -285.2% | +12.2% |
| All | +139.4% | +749.7% | -610.3% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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