+81.1%
IEMG vs ROL
-1.4%
+82.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -0.9% | -3.2% | +2.4% | -0.7% |
| 30D | +2.1% | -6.6% | +8.7% | +2.4% |
| 3M | +4.6% | -27.3% | +31.9% | +6.3% |
| 6M | +14.0% | -38.1% | +52.1% | +17.6% |
| YTD | +22.3% | -41.8% | +64.1% | +26.8% |
| 1Y | +30.7% | -37.8% | +68.5% | +34.5% |
| All | +81.1% | -1.4% | +82.5% | +76.4% |
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