+137.9%
IEMG vs RY
+377.5%
-239.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -0.9% | -2.9% | +2.0% | +0.9% |
| 30D | +2.1% | -2.0% | +4.2% | +3.3% |
| 3M | +4.6% | +4.9% | -0.3% | +1.3% |
| 6M | +14.0% | +26.1% | -12.1% | -1.6% |
| YTD | +22.3% | +22.4% | 0.0% | +7.5% |
| 1Y | +30.7% | +44.7% | -14.1% | +3.3% |
| 3Y | +83.2% | +155.7% | -72.5% | -0.7% |
| 5Y | +47.0% | +137.7% | -90.7% | -17.5% |
| All | +137.9% | +377.5% | -239.6% | -15.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling