+144.3%
IEMG vs ROST
+738.7%
-594.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | -0.1% |
| 7D | +1.6% | -2.2% | +3.8% | +2.2% |
| 30D | +4.6% | -11.4% | +16.1% | +7.9% |
| 3M | +4.8% | -1.6% | +6.5% | +4.9% |
| 6M | +16.8% | +6.8% | +10.0% | +14.1% |
| YTD | +24.8% | +25.8% | -1.0% | +16.5% |
| 1Y | +34.3% | +52.4% | -18.1% | +18.7% |
| 3Y | +87.0% | +94.4% | -7.4% | +52.5% |
| 5Y | +49.9% | +108.2% | -58.3% | +16.6% |
| 10Y | +144.8% | +308.5% | -163.7% | +51.9% |
| All | +144.3% | +738.7% | -594.4% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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