+133.0%
IEMG vs RL
+337.1%
-204.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.1% |
| 7D | +2.7% | +2.6% | +0.1% | +2.1% |
| 30D | -5.7% | +2.9% | -8.6% | -6.4% |
| 3M | -8.8% | 0.0% | -8.8% | -9.0% |
| 6M | -8.9% | +17.1% | -26.0% | -12.8% |
| YTD | +11.2% | +10.1% | +1.1% | +7.7% |
| 1Y | +12.2% | +17.3% | -5.1% | +6.9% |
| 3Y | +68.5% | +249.3% | -180.8% | +20.0% |
| 5Y | +34.3% | +240.9% | -206.6% | -6.3% |
| All | +133.0% | +337.1% | -204.0% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling