+145.4%
IEMG vs VCIT
+50.0%
+95.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +2.2% | -0.3% | +2.6% | +2.5% |
| 30D | +4.6% | -0.8% | +5.4% | +5.2% |
| 3M | +0.4% | -1.0% | +1.4% | +1.2% |
| 6M | +16.4% | -1.8% | +18.2% | +18.2% |
| YTD | +25.4% | -0.7% | +26.1% | +26.4% |
| 1Y | +38.3% | +1.0% | +37.3% | +37.7% |
| 3Y | +84.1% | +18.8% | +65.2% | +64.7% |
| 5Y | +49.0% | +3.5% | +45.5% | +44.0% |
| 10Y | +141.8% | +29.2% | +112.6% | +116.4% |
| All | +145.4% | +50.0% | +95.5% | +101.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling