+308.8%
RKLB vs IEMG
+48.5%
+260.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | -0.4% |
| 7D | -2.0% | -1.3% | -0.7% | +0.1% |
| 30D | -22.4% | +1.9% | -24.4% | -24.9% |
| 3M | -45.2% | +1.4% | -46.6% | -46.3% |
| 6M | -12.5% | +15.2% | -27.7% | -29.4% |
| YTD | -9.8% | +23.8% | -33.6% | -35.4% |
| 1Y | +30.0% | +30.7% | -0.7% | -13.7% |
| 3Y | +942.2% | +83.3% | +858.9% | +312.2% |
| All | +308.8% | +48.5% | +260.2% | +126.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling