+140.8%
IEMG vs RNG
+222.9%
-82.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -1.3% | -6.1% | +4.8% | -0.6% |
| 30D | +1.9% | +9.6% | -7.7% | +0.7% |
| 3M | +1.4% | +83.3% | -81.9% | -6.6% |
| 6M | +15.2% | +77.9% | -62.8% | +5.7% |
| YTD | +23.8% | +139.9% | -116.1% | +8.0% |
| 1Y | +30.7% | +121.7% | -91.0% | +14.8% |
| 3Y | +83.3% | +121.9% | -38.6% | +56.3% |
| 5Y | +48.8% | -68.4% | +117.1% | +57.0% |
| All | +140.8% | +222.9% | -82.1% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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