+144.3%
IEMG vs VCLT
+40.8%
+103.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +4.6% | +0.1% | +4.5% | +4.6% |
| 3M | +4.8% | -2.9% | +7.7% | +5.9% |
| 6M | +16.8% | -4.0% | +20.8% | +18.6% |
| YTD | +24.8% | -2.2% | +27.1% | +26.0% |
| 1Y | +34.3% | -2.6% | +36.9% | +35.7% |
| 3Y | +87.0% | +12.3% | +74.7% | +80.3% |
| 5Y | +49.9% | -16.4% | +66.3% | +55.7% |
| 10Y | +144.8% | +18.1% | +126.7% | +139.7% |
| All | +144.3% | +40.8% | +103.5% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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