+140.8%
IEMG vs RMBS
+566.4%
-425.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.8% |
| 7D | -1.3% | +1.8% | -3.1% | -1.7% |
| 30D | +1.9% | -13.9% | +15.8% | +5.2% |
| 3M | +1.4% | -39.8% | +41.2% | +12.4% |
| 6M | +15.2% | -6.0% | +21.2% | +13.3% |
| YTD | +23.8% | -5.4% | +29.2% | +19.8% |
| 1Y | +30.7% | -1.8% | +32.5% | +23.4% |
| 3Y | +83.3% | +53.7% | +29.6% | +42.4% |
| 5Y | +48.8% | +268.5% | -219.8% | -18.4% |
| All | +140.8% | +566.4% | -425.7% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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