+62.9%
IEMG vs VG
-38.0%
+100.9%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.1% | +0.1% |
| 7D | +2.8% | -2.5% | +5.3% | +2.8% |
| 30D | +4.6% | +11.1% | -6.4% | +4.7% |
| 3M | +5.5% | +14.9% | -9.4% | +5.6% |
| 6M | +19.7% | +18.4% | +1.3% | +18.8% |
| YTD | +25.5% | +116.6% | -91.1% | +19.5% |
| 1Y | +35.5% | +9.4% | +26.2% | +34.6% |
| All | +62.9% | -38.0% | +100.9% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling