+47.0%
IEMG vs RVTY
-34.5%
+81.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.5% |
| 7D | -0.9% | -7.4% | +6.6% | +0.8% |
| 30D | +2.1% | +4.5% | -2.4% | +1.1% |
| 3M | +4.6% | +19.5% | -14.9% | +0.2% |
| 6M | +14.0% | +34.1% | -20.1% | +6.0% |
| YTD | +22.3% | +25.3% | -2.9% | +15.0% |
| 1Y | +30.7% | +47.0% | -16.3% | +18.1% |
| 3Y | +83.2% | +14.1% | +69.1% | +71.3% |
| 5Y | +47.0% | -34.6% | +81.5% | +54.3% |
| All | +47.0% | -34.5% | +81.5% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling