+48.3%
IEMG vs RMD
-23.0%
+71.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | -1.3% | -4.4% | +3.1% | -0.6% |
| 30D | +1.9% | -3.1% | +5.1% | +2.4% |
| 3M | +1.4% | +13.8% | -12.4% | -1.1% |
| 6M | +15.2% | -8.6% | +23.7% | +16.7% |
| YTD | +23.8% | -8.6% | +32.5% | +25.3% |
| 1Y | +30.7% | -19.7% | +50.3% | +35.3% |
| 3Y | +83.3% | +48.4% | +34.9% | +64.3% |
| All | +48.3% | -23.0% | +71.3% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling