+50.8%
IEMG vs RY
+141.9%
-91.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.5% |
| 7D | +2.8% | +2.7% | +0.1% | +1.2% |
| 30D | +4.6% | -1.0% | +5.6% | +5.1% |
| 3M | +5.5% | +7.6% | -2.1% | +1.1% |
| 6M | +19.7% | +29.5% | -9.8% | +3.5% |
| YTD | +25.5% | +24.2% | +1.3% | +10.9% |
| 1Y | +35.5% | +46.4% | -10.9% | +9.6% |
| 3Y | +88.0% | +159.4% | -71.4% | +9.1% |
| All | +50.8% | +141.9% | -91.2% | -9.3% |
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 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