+57.4%
IEMG vs ROIV
+289.9%
-232.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.8% |
| 7D | -0.9% | +19.0% | -19.8% | -2.3% |
| 30D | +2.1% | +16.1% | -14.0% | +0.8% |
| 3M | +4.6% | +44.1% | -39.5% | +1.5% |
| 6M | +14.0% | +37.8% | -23.8% | +10.8% |
| YTD | +22.3% | +88.7% | -66.3% | +16.0% |
| 1Y | +30.7% | +197.3% | -166.6% | +19.8% |
| 3Y | +83.2% | +224.9% | -141.7% | +65.2% |
| 5Y | +47.0% | +311.0% | -264.1% | +24.7% |
| All | +57.4% | +289.9% | -232.5% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ROIV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling