+11.4%
IEMG vs RY
+39.8%
-28.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.1% |
| 7D | +5.3% | -0.5% | +5.8% | +5.6% |
| 30D | -7.2% | +4.7% | -11.9% | -9.5% |
| 3M | -8.1% | -4.5% | -3.6% | -5.4% |
| 6M | -6.7% | +12.5% | -19.3% | -14.4% |
| YTD | +11.6% | +21.1% | -9.5% | -4.8% |
| 1Y | +11.4% | +38.6% | -27.2% | -8.1% |
| All | +11.4% | +39.8% | -28.4% | -8.1% |
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