+211.0%
RSP vs IEMG
+132.0%
+78.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +2.4% | +2.7% | -0.3% | +0.6% |
| 30D | +4.3% | -5.7% | +10.0% | +8.0% |
| 3M | -0.3% | -8.8% | +8.5% | +5.1% |
| 6M | +9.8% | -8.9% | +18.7% | +14.6% |
| YTD | +16.8% | +11.2% | +5.6% | +5.4% |
| 1Y | +19.5% | +12.2% | +7.3% | +7.1% |
| 3Y | +65.1% | +68.5% | -3.4% | +9.6% |
| 5Y | +48.7% | +34.3% | +14.4% | +15.3% |
| All | +211.0% | +132.0% | +78.9% | +69.2% |
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 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