+145.4%
IEMG vs RL
+186.9%
-41.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.4% | +1.2% |
| 7D | +2.2% | -0.8% | +3.0% | +2.4% |
| 30D | +4.6% | -7.8% | +12.4% | +6.5% |
| 3M | +0.4% | -4.0% | +4.4% | +1.1% |
| 6M | +16.4% | -1.9% | +18.2% | +16.2% |
| YTD | +25.4% | -0.2% | +25.6% | +24.6% |
| 1Y | +38.3% | +10.7% | +27.6% | +33.7% |
| 3Y | +84.1% | +210.8% | -126.7% | +35.5% |
| 5Y | +49.0% | +238.2% | -189.2% | +4.7% |
| 10Y | +141.8% | +313.4% | -171.5% | +52.8% |
| All | +145.4% | +186.9% | -41.4% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling