+50.4%
RSP vs IEMG
+45.7%
+4.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.4% |
| 7D | -3.1% | -0.9% | -2.3% | -2.7% |
| 30D | -3.4% | +2.1% | -5.5% | -4.6% |
| 3M | +3.6% | +4.6% | -1.0% | +0.3% |
| 6M | +9.0% | +14.0% | -5.1% | -0.7% |
| YTD | +12.2% | +22.3% | -10.1% | -2.6% |
| 1Y | +15.6% | +30.7% | -15.1% | -4.0% |
| 3Y | +51.6% | +83.2% | -31.6% | -0.4% |
| 5Y | +50.4% | +47.0% | +3.4% | +11.1% |
| All | +50.4% | +45.7% | +4.7% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling