+140.8%
IEMG vs ROL
+211.6%
-70.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -1.3% | -3.2% | +1.9% | -0.6% |
| 30D | +1.9% | -4.9% | +6.8% | +3.0% |
| 3M | +1.4% | -25.8% | +27.2% | +8.2% |
| 6M | +15.2% | -37.6% | +52.7% | +27.9% |
| YTD | +23.8% | -41.5% | +65.3% | +39.3% |
| 1Y | +30.7% | -39.5% | +70.1% | +45.3% |
| 3Y | +83.3% | +0.1% | +83.1% | +75.1% |
| 5Y | +48.8% | -4.6% | +53.4% | +41.1% |
| All | +140.8% | +211.6% | -70.9% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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