+43.6%
IEMG vs ROIV
+280.9%
-237.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.1% | -1.0% |
| 7D | +5.3% | +9.2% | -3.9% | +4.5% |
| 30D | -7.2% | +19.9% | -27.1% | -8.6% |
| 3M | -8.1% | +10.6% | -18.7% | -9.1% |
| 6M | -6.7% | +36.1% | -42.8% | -9.3% |
| YTD | +11.6% | +84.3% | -72.6% | +6.0% |
| 1Y | +11.4% | +87.6% | -76.2% | +5.6% |
| 3Y | +69.3% | +353.9% | -284.6% | +50.3% |
| 5Y | +34.9% | +376.1% | -341.2% | +11.9% |
| All | +43.6% | +280.9% | -237.2% | +23.0% |
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