+30.7%
IEMG vs VG
+17.2%
+13.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -1.9% |
| 7D | -0.9% | +7.0% | -7.9% | -0.4% |
| 30D | +2.1% | +17.2% | -15.1% | +3.3% |
| 3M | +4.6% | +16.8% | -12.2% | +6.3% |
| 6M | +14.0% | +36.3% | -22.3% | +15.5% |
| YTD | +22.3% | +127.9% | -105.6% | +19.5% |
| 1Y | +30.7% | +11.7% | +19.0% | +36.0% |
| All | +30.7% | +17.2% | +13.4% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling