-26.6%
RKT vs IEMG
+38.7%
-65.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -2.6% |
| 7D | +2.1% | +2.2% | -0.1% | 0.0% |
| 30D | +1.4% | +4.6% | -3.2% | -2.6% |
| 3M | +6.3% | +0.4% | +5.9% | +5.5% |
| 6M | -15.5% | +16.4% | -31.8% | -28.9% |
| YTD | -27.4% | +25.4% | -52.8% | -42.4% |
| 1Y | -26.6% | +38.3% | -64.9% | -50.5% |
| All | -26.6% | +38.7% | -65.3% | -50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling