+145.6%
IEMG vs VFC
-48.2%
+193.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +1.9% | +0.4% |
| 7D | +2.8% | +0.8% | +1.9% | +2.6% |
| 30D | +4.6% | -11.9% | +16.6% | +7.2% |
| 3M | +5.5% | -20.2% | +25.7% | +9.6% |
| 6M | +19.7% | -23.0% | +42.7% | +24.8% |
| YTD | +25.5% | -26.2% | +51.7% | +31.6% |
| 1Y | +35.5% | -13.3% | +48.8% | +36.3% |
| 3Y | +88.0% | -25.5% | +113.4% | +76.5% |
| 5Y | +50.6% | -78.1% | +128.7% | +99.1% |
| 10Y | +138.4% | -68.8% | +207.1% | +161.5% |
| All | +145.6% | -48.2% | +193.8% | +136.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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