+60.6%
IEMG vs ROIV
+298.2%
-237.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | +1.6% | +22.3% | -20.7% | -0.1% |
| 30D | +4.6% | +16.9% | -12.2% | +3.2% |
| 3M | +4.8% | +43.9% | -39.1% | +1.7% |
| 6M | +16.8% | +41.6% | -24.8% | +13.3% |
| YTD | +24.8% | +92.7% | -67.8% | +18.2% |
| 1Y | +34.3% | +210.2% | -175.9% | +22.7% |
| 3Y | +87.0% | +231.8% | -144.9% | +68.3% |
| 5Y | +49.9% | +319.8% | -269.8% | +27.0% |
| All | +60.6% | +298.2% | -237.6% | +37.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling