-11.4%
RKT vs IEMG
+21.0%
-32.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | +6.0% | +2.8% | +3.2% | +3.4% |
| 30D | +0.7% | +4.6% | -4.0% | -3.3% |
| 3M | +11.8% | +5.5% | +6.3% | +5.6% |
| All | -11.4% | +21.0% | -32.5% | -26.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling