+456.5%
RTX vs IEMG
+140.6%
+315.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.9% |
| 7D | -1.5% | -1.3% | -0.3% | -0.9% |
| 30D | -11.0% | +1.9% | -12.9% | -12.1% |
| 3M | +7.7% | +1.4% | +6.3% | +5.7% |
| 6M | -3.9% | +15.2% | -19.1% | -13.4% |
| YTD | +9.0% | +23.8% | -14.9% | -6.3% |
| 1Y | +27.3% | +30.7% | -3.4% | +5.7% |
| 3Y | +172.9% | +83.3% | +89.6% | +79.8% |
| 5Y | +165.2% | +48.8% | +116.4% | +97.9% |
| 10Y | +284.2% | +142.8% | +141.4% | +104.1% |
| All | +456.5% | +140.6% | +315.9% | +185.7% |
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 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