+138.4%
IEMG vs VCIT
+29.0%
+109.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | +4.6% | -0.8% | +5.4% | +5.3% |
| 3M | +5.5% | -0.5% | +6.0% | +6.1% |
| 6M | +19.7% | -1.4% | +21.1% | +21.4% |
| YTD | +25.5% | -0.8% | +26.3% | +26.7% |
| 1Y | +35.5% | +0.3% | +35.2% | +35.6% |
| 3Y | +88.0% | +19.2% | +68.7% | +64.6% |
| 5Y | +50.6% | +3.6% | +47.0% | +46.2% |
| 10Y | +138.4% | +29.3% | +109.1% | +113.9% |
| All | +138.4% | +29.0% | +109.4% | +113.9% |
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