+145.4%
IEMG vs ROL
+556.9%
-411.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.2% | +1.5% |
| 7D | +2.2% | -1.4% | +3.7% | +2.6% |
| 30D | +4.6% | -4.1% | +8.7% | +5.7% |
| 3M | +0.4% | -22.5% | +22.9% | +6.8% |
| 6M | +16.4% | -37.7% | +54.0% | +31.3% |
| YTD | +25.4% | -39.6% | +65.0% | +42.4% |
| 1Y | +38.3% | -36.0% | +74.3% | +53.8% |
| 3Y | +84.1% | -5.1% | +89.2% | +78.6% |
| 5Y | +49.0% | -3.4% | +52.4% | +40.5% |
| 10Y | +141.8% | +215.2% | -73.4% | +33.5% |
| All | +145.4% | +556.9% | -411.5% | -3.2% |
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