+47.0%
IEMG vs RRC
+150.0%
-103.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -0.9% | -1.2% | +0.3% | -0.8% |
| 30D | +2.1% | +3.0% | -0.9% | +1.8% |
| 3M | +4.6% | +7.3% | -2.7% | +3.7% |
| 6M | +14.0% | +3.6% | +10.5% | +13.3% |
| YTD | +22.3% | +19.4% | +3.0% | +19.5% |
| 1Y | +30.7% | +21.4% | +9.3% | +27.2% |
| 3Y | +83.2% | +32.8% | +50.5% | +74.9% |
| 5Y | +47.0% | +152.0% | -105.0% | +31.4% |
| All | +47.0% | +150.0% | -103.0% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling