+37.1%
IEMG vs RY
+126.4%
-89.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.8% | +2.0% |
| 7D | +0.7% | -3.0% | +3.7% | +2.5% |
| 30D | -6.4% | +6.3% | -12.7% | -9.4% |
| 3M | -5.5% | -2.6% | -2.9% | -4.2% |
| 6M | -8.3% | +13.9% | -22.2% | -14.9% |
| YTD | +13.2% | +21.7% | -8.5% | +1.2% |
| 1Y | +13.0% | +40.4% | -27.5% | -6.5% |
| 3Y | +71.6% | +161.3% | -89.7% | -0.7% |
| 5Y | +37.1% | +126.5% | -89.3% | -14.6% |
| All | +37.1% | +126.4% | -89.3% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling