+132.5%
IEMG vs RNG
+302.4%
-169.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -0.9% | -9.6% | +8.7% | +0.3% |
| 30D | +2.1% | +8.8% | -6.7% | +1.0% |
| 3M | +4.6% | +78.6% | -74.0% | -3.4% |
| 6M | +14.0% | +70.3% | -56.2% | +5.2% |
| YTD | +22.3% | +140.3% | -118.0% | +6.7% |
| 1Y | +30.7% | +126.6% | -95.9% | +14.6% |
| 3Y | +83.2% | +120.2% | -37.0% | +56.7% |
| 5Y | +47.0% | -68.3% | +115.3% | +53.6% |
| 10Y | +139.9% | +220.6% | -80.7% | +74.6% |
| All | +132.5% | +302.4% | -169.9% | +65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling