+84.8%
IEMG vs RL
+198.9%
-114.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.2% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | +4.6% | -17.5% | +22.2% | +9.0% |
| 3M | +4.8% | -14.0% | +18.8% | +8.1% |
| 6M | +16.8% | -2.0% | +18.8% | +16.8% |
| YTD | +24.8% | -4.6% | +29.4% | +25.3% |
| 1Y | +34.3% | +9.5% | +24.8% | +30.9% |
| All | +84.8% | +198.9% | -114.1% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling