+145.4%
IEMG vs ROP
+311.7%
-166.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.2% | +3.1% |
| 7D | +2.2% | -4.4% | +6.7% | +4.0% |
| 30D | +4.6% | +3.2% | +1.4% | +3.1% |
| 3M | +0.4% | +23.1% | -22.7% | -9.0% |
| 6M | +16.4% | +13.3% | +3.0% | +8.7% |
| YTD | +25.4% | -7.9% | +33.3% | +27.6% |
| 1Y | +38.3% | -22.1% | +60.3% | +51.4% |
| 3Y | +84.1% | -16.8% | +100.9% | +92.6% |
| 5Y | +49.0% | -13.5% | +62.5% | +50.3% |
| 10Y | +141.8% | +137.7% | +4.1% | +34.5% |
| All | +145.4% | +311.7% | -166.3% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling