+48.3%
IEMG vs RSG
+89.9%
-41.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +1.2% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | +1.9% | +4.0% | -2.0% | +1.7% |
| 3M | +1.4% | +7.4% | -6.0% | +0.9% |
| 6M | +15.2% | +0.1% | +15.1% | +15.5% |
| YTD | +23.8% | +6.0% | +17.8% | +22.9% |
| 1Y | +30.7% | -3.0% | +33.6% | +31.7% |
| 3Y | +83.3% | +56.5% | +26.8% | +67.2% |
| All | +48.3% | +89.9% | -41.6% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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