+140.8%
IEMG vs ROK
+357.9%
-217.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.7% |
| 7D | -1.3% | -1.2% | 0.0% | -0.9% |
| 30D | +1.9% | -4.8% | +6.7% | +3.6% |
| 3M | +1.4% | -6.1% | +7.5% | +3.4% |
| 6M | +15.2% | +15.5% | -0.3% | +9.5% |
| YTD | +23.8% | +11.2% | +12.7% | +18.9% |
| 1Y | +30.7% | +23.8% | +6.8% | +20.9% |
| 3Y | +83.3% | +53.1% | +30.2% | +52.6% |
| 5Y | +48.8% | +48.3% | +0.5% | +21.8% |
| All | +140.8% | +357.9% | -217.2% | +26.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling