+49.9%
IEMG vs RL
+233.3%
-183.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.3% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | +4.6% | -17.5% | +22.2% | +9.6% |
| 3M | +4.8% | -14.0% | +18.8% | +8.5% |
| 6M | +16.8% | -2.0% | +18.8% | +16.7% |
| YTD | +24.8% | -4.6% | +29.4% | +25.3% |
| 1Y | +34.3% | +9.5% | +24.8% | +30.0% |
| 3Y | +87.0% | +200.5% | -113.5% | +35.4% |
| 5Y | +49.9% | +226.3% | -176.3% | +3.2% |
| All | +49.9% | +233.3% | -183.4% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling