+144.3%
IEMG vs ROK
+704.7%
-560.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +1.6% | +0.2% | +1.4% | +1.5% |
| 30D | +4.6% | -1.8% | +6.4% | +5.3% |
| 3M | +4.8% | -7.2% | +12.0% | +7.5% |
| 6M | +16.8% | +14.2% | +2.7% | +11.1% |
| YTD | +24.8% | +10.6% | +14.3% | +19.7% |
| 1Y | +34.3% | +25.9% | +8.4% | +22.7% |
| 3Y | +87.0% | +50.8% | +36.2% | +54.2% |
| 5Y | +49.9% | +47.0% | +2.9% | +21.0% |
| 10Y | +144.8% | +354.9% | -210.1% | +11.9% |
| All | +144.3% | +704.7% | -560.4% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling