+144.3%
IEMG vs VEU
+196.9%
-52.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | +0.3% |
| 7D | +1.6% | +0.3% | +1.3% | +1.3% |
| 30D | +4.6% | +0.7% | +4.0% | +3.9% |
| 3M | +4.8% | +4.7% | +0.2% | +0.2% |
| 6M | +16.8% | +11.6% | +5.2% | +4.6% |
| YTD | +24.8% | +16.8% | +8.0% | +6.6% |
| 1Y | +34.3% | +24.9% | +9.4% | +6.8% |
| 3Y | +87.0% | +75.7% | +11.2% | +3.1% |
| 5Y | +49.9% | +56.1% | -6.2% | -6.0% |
| 10Y | +144.8% | +153.6% | -8.8% | -8.3% |
| All | +144.3% | +196.9% | -52.7% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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