-25.7%
RKT vs IEMG
+84.4%
-110.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.2% | -2.2% |
| 7D | -1.0% | +1.6% | -2.6% | -2.5% |
| 30D | -2.4% | +4.6% | -7.0% | -6.7% |
| 3M | +1.9% | +4.8% | -2.9% | -3.4% |
| 6M | -13.9% | +16.8% | -30.7% | -26.9% |
| YTD | -30.6% | +24.8% | -55.5% | -44.8% |
| 1Y | -34.4% | +34.3% | -68.7% | -51.6% |
| 3Y | +38.2% | +87.0% | -48.8% | -27.9% |
| 5Y | -9.7% | +49.9% | -59.6% | -44.4% |
| All | -25.7% | +84.4% | -110.1% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling