+165.8%
RTX vs IEMG
+45.7%
+120.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.8% |
| 7D | -2.0% | -0.9% | -1.1% | -1.8% |
| 30D | -11.2% | +2.1% | -13.3% | -11.8% |
| 3M | +12.0% | +4.6% | +7.4% | +9.9% |
| 6M | -3.6% | +14.0% | -17.6% | -8.7% |
| YTD | +9.2% | +22.3% | -13.1% | +0.7% |
| 1Y | +29.7% | +30.7% | -1.0% | +16.9% |
| 3Y | +152.0% | +83.2% | +68.7% | +98.6% |
| 5Y | +165.8% | +47.0% | +118.8% | +128.7% |
| All | +165.8% | +45.7% | +120.0% | +128.7% |
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