+125.6%
IEMG vs VCIT
+30.3%
+95.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.1% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -9.4% | +1.1% | -10.5% | -10.3% |
| 3M | -7.3% | -1.4% | -5.9% | -6.2% |
| 6M | -10.4% | -2.3% | -8.1% | -8.5% |
| YTD | +10.6% | -1.8% | +12.4% | +12.6% |
| 1Y | +10.5% | -1.0% | +11.5% | +11.8% |
| 3Y | +67.7% | +19.3% | +48.5% | +47.4% |
| 5Y | +36.2% | +3.8% | +32.4% | +31.9% |
| 10Y | +125.6% | +30.6% | +95.0% | +101.3% |
| All | +125.6% | +30.3% | +95.3% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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