+140.8%
IEMG vs ROP
+135.6%
+5.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.3% | -4.6% | +3.3% | +0.3% |
| 30D | +1.9% | -1.7% | +3.6% | +2.4% |
| 3M | +1.4% | +17.1% | -15.6% | -5.5% |
| 6M | +15.2% | +10.9% | +4.3% | +9.1% |
| YTD | +23.8% | -12.1% | +35.9% | +28.2% |
| 1Y | +30.7% | -24.2% | +54.9% | +44.0% |
| 3Y | +83.3% | -20.4% | +103.7% | +94.7% |
| 5Y | +48.8% | -15.4% | +64.1% | +51.1% |
| All | +140.8% | +135.6% | +5.1% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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