+81.1%
IEMG vs RMD
+50.8%
+30.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -0.9% | -4.2% | +3.3% | -0.4% |
| 30D | +2.1% | -2.1% | +4.2% | +2.3% |
| 3M | +4.6% | +13.8% | -9.2% | +2.8% |
| 6M | +14.0% | -10.6% | +24.7% | +15.8% |
| YTD | +22.3% | -8.1% | +30.4% | +23.6% |
| 1Y | +30.7% | -18.0% | +48.6% | +34.0% |
| All | +81.1% | +50.8% | +30.3% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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