+69.2%
IEMG vs ROIV
+362.8%
-293.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.1% | -0.6% |
| 7D | +5.3% | +9.2% | -3.9% | +3.7% |
| 30D | -7.2% | +19.9% | -27.1% | -10.0% |
| 3M | -8.1% | +10.6% | -18.7% | -10.1% |
| 6M | -6.7% | +36.1% | -42.8% | -12.2% |
| YTD | +11.6% | +84.3% | -72.6% | -0.5% |
| 1Y | +11.4% | +87.6% | -76.2% | -1.2% |
| All | +69.2% | +362.8% | -293.6% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling