+117.6%
IEMG vs ROL
+615.9%
-498.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.0% |
| 7D | +2.7% | +3.0% | -0.3% | +2.0% |
| 30D | -5.7% | +19.8% | -25.5% | -10.1% |
| 3M | -8.8% | +7.9% | -16.7% | -10.9% |
| 6M | -8.9% | -25.6% | +16.7% | -2.2% |
| YTD | +11.2% | -34.1% | +45.3% | +23.0% |
| 1Y | +12.2% | -31.4% | +43.6% | +22.6% |
| 3Y | +68.5% | +4.7% | +63.9% | +59.3% |
| 5Y | +34.3% | +15.6% | +18.7% | +20.0% |
| 10Y | +131.1% | +220.6% | -89.5% | +28.3% |
| All | +117.6% | +615.9% | -498.4% | -16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling