+38.3%
IEMG vs ROK
+29.3%
+8.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.1% |
| 7D | +2.2% | +0.7% | +1.6% | +1.9% |
| 30D | +4.6% | -3.3% | +7.9% | +6.1% |
| 3M | +0.4% | -5.9% | +6.2% | +2.6% |
| 6M | +16.4% | +13.9% | +2.5% | +10.1% |
| YTD | +25.4% | +12.6% | +12.9% | +18.3% |
| 1Y | +38.3% | +28.6% | +9.7% | +23.5% |
| All | +38.3% | +29.3% | +8.9% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling