+145.6%
IEMG vs RRC
-33.6%
+179.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | +2.8% | -1.2% | +4.0% | +2.9% |
| 30D | +4.6% | +9.4% | -4.8% | +3.6% |
| 3M | +5.5% | +7.4% | -1.9% | +4.5% |
| 6M | +19.7% | +1.5% | +18.2% | +19.1% |
| YTD | +25.5% | +19.4% | +6.1% | +22.6% |
| 1Y | +35.5% | +24.2% | +11.3% | +31.5% |
| 3Y | +88.0% | +32.8% | +55.2% | +79.3% |
| 5Y | +50.6% | +152.9% | -102.3% | +30.2% |
| 10Y | +138.4% | +3.9% | +134.5% | +109.2% |
| All | +145.6% | -33.6% | +179.2% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RRC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling