+83.3%
IEMG vs RVMD
+537.4%
-454.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -1.3% | -3.0% | +1.7% | -1.1% |
| 30D | +1.9% | -0.7% | +2.6% | +1.9% |
| 3M | +1.4% | +36.5% | -35.1% | -1.0% |
| 6M | +15.2% | +104.6% | -89.4% | +8.7% |
| YTD | +23.8% | +155.8% | -132.0% | +14.4% |
| 1Y | +30.7% | +340.7% | -310.0% | +15.1% |
| 3Y | +83.3% | +519.9% | -436.6% | +54.5% |
| All | +83.3% | +537.4% | -454.1% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 3y: compounded portfolio wealth divided by compounded RVMD 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…
3y analysis · Full analysis span regression · 6 months rolling