+68.5%
IEMG vs ROL
+5.9%
+62.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.4% |
| 7D | +2.7% | +3.0% | -0.3% | +2.7% |
| 30D | -5.7% | +19.8% | -25.5% | -5.8% |
| 3M | -8.8% | +7.9% | -16.7% | -8.5% |
| 6M | -8.9% | -25.6% | +16.7% | -6.5% |
| YTD | +11.2% | -34.1% | +45.3% | +15.2% |
| 1Y | +12.2% | -31.4% | +43.6% | +15.8% |
| 3Y | +68.5% | +4.7% | +63.9% | +64.9% |
| All | +68.5% | +5.9% | +62.7% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling