+140.8%
IEMG vs RVTY
+145.6%
-4.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +0.4% |
| 7D | -1.3% | -4.5% | +3.2% | +0.1% |
| 30D | +1.9% | +5.5% | -3.5% | +0.2% |
| 3M | +1.4% | +22.5% | -21.1% | -5.0% |
| 6M | +15.2% | +38.9% | -23.7% | +3.3% |
| YTD | +23.8% | +28.7% | -4.9% | +13.0% |
| 1Y | +30.7% | +45.5% | -14.8% | +14.3% |
| 3Y | +83.3% | +16.4% | +66.9% | +65.6% |
| 5Y | +48.8% | -32.7% | +81.5% | +60.4% |
| All | +140.8% | +145.6% | -4.9% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling