+88.0%
IEMG vs ROIV
+253.6%
-165.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +18.8% | -18.7% | -2.3% |
| 7D | +2.8% | +20.2% | -17.4% | +0.2% |
| 30D | +4.6% | +14.1% | -9.5% | +2.6% |
| 3M | +5.5% | +45.6% | -40.1% | +0.1% |
| 6M | +19.7% | +44.1% | -24.4% | +13.4% |
| YTD | +25.5% | +91.2% | -65.6% | +14.7% |
| 1Y | +35.5% | +221.3% | -185.8% | +15.4% |
| 3Y | +88.0% | +229.2% | -141.2% | +53.5% |
| All | +88.0% | +253.6% | -165.7% | +53.5% |
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