+142.8%
IEMG vs RY
+379.4%
-236.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.1% |
| 7D | +1.6% | -0.5% | +2.1% | +1.9% |
| 30D | +4.6% | -1.9% | +6.5% | +5.8% |
| 3M | +4.8% | +5.1% | -0.3% | +1.4% |
| 6M | +16.8% | +28.2% | -11.3% | -0.2% |
| YTD | +24.8% | +22.9% | +2.0% | +9.4% |
| 1Y | +34.3% | +45.5% | -11.2% | +5.8% |
| 3Y | +87.0% | +156.7% | -69.7% | +1.0% |
| 5Y | +49.9% | +137.7% | -87.8% | -15.8% |
| All | +142.8% | +379.4% | -236.6% | -14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling