+139.4%
IEMG vs RRX
+185.3%
-45.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.4% |
| 7D | -0.9% | -3.7% | +2.9% | +0.3% |
| 30D | +2.1% | -9.3% | +11.4% | +5.1% |
| 3M | +4.6% | -21.8% | +26.4% | +11.6% |
| 6M | +14.0% | -22.0% | +36.0% | +20.9% |
| YTD | +22.3% | +11.9% | +10.4% | +15.5% |
| 1Y | +30.7% | +11.6% | +19.1% | +22.7% |
| 3Y | +83.2% | +2.2% | +81.0% | +67.9% |
| 5Y | +47.0% | +14.9% | +32.1% | +24.5% |
| 10Y | +139.9% | +214.2% | -74.4% | +30.3% |
| All | +139.4% | +185.3% | -45.9% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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