+54.2%
RGTI vs IEMG
+43.0%
+11.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +4.7% |
| 7D | +0.5% | -3.9% | +4.3% | +7.6% |
| 30D | -18.9% | -1.0% | -17.9% | -17.5% |
| 3M | -27.2% | -1.8% | -25.4% | -23.8% |
| 6M | -5.6% | +16.2% | -21.8% | -25.6% |
| YTD | -31.1% | +20.6% | -51.6% | -48.9% |
| 1Y | -20.0% | +27.3% | -47.3% | -45.7% |
| 3Y | +691.2% | +78.1% | +613.1% | +231.0% |
| 5Y | +55.8% | +45.5% | +10.4% | -28.8% |
| All | +54.2% | +43.0% | +11.2% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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