+429.2%
RSP vs IEMG
+143.9%
+285.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -0.4% | +2.8% | -3.2% | -2.1% |
| 30D | -1.5% | +4.6% | -6.2% | -4.4% |
| 3M | +4.8% | +5.5% | -0.7% | +0.5% |
| 6M | +10.3% | +19.7% | -9.4% | -3.5% |
| YTD | +14.1% | +25.5% | -11.5% | -3.6% |
| 1Y | +17.0% | +35.5% | -18.5% | -6.1% |
| 3Y | +54.2% | +88.0% | -33.8% | -1.5% |
| 5Y | +51.5% | +50.6% | +0.9% | +11.4% |
| 10Y | +204.4% | +138.4% | +66.1% | +61.5% |
| All | +429.2% | +143.9% | +285.4% | +167.2% |
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