+38.3%
IEMG vs RY
+46.1%
-7.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.1% |
| 7D | +2.2% | +3.1% | -0.9% | +0.3% |
| 30D | +4.6% | -0.3% | +4.9% | +4.7% |
| 3M | +0.4% | +8.7% | -8.3% | -5.4% |
| 6M | +16.4% | +28.5% | -12.2% | -3.4% |
| YTD | +25.4% | +25.1% | +0.3% | +5.2% |
| 1Y | +38.3% | +46.3% | -8.0% | +7.1% |
| All | +38.3% | +46.1% | -7.8% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 1y: compounded portfolio wealth divided by compounded RY 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…
1y analysis · Full analysis span regression · 6 months rolling