-27.1%
RKT vs IEMG
+82.9%
-110.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -1.3% |
| 7D | -6.3% | -1.3% | -5.0% | -5.1% |
| 30D | -6.2% | +1.9% | -8.1% | -7.9% |
| 3M | -1.9% | +1.4% | -3.3% | -3.9% |
| 6M | -13.0% | +15.2% | -28.2% | -25.1% |
| YTD | -31.9% | +23.8% | -55.7% | -45.4% |
| 1Y | -37.6% | +30.7% | -68.2% | -52.7% |
| 3Y | +36.8% | +83.3% | -46.5% | -27.2% |
| 5Y | -9.7% | +48.8% | -58.5% | -44.0% |
| All | -27.1% | +82.9% | -110.0% | -66.6% |
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