+142.3%
IEMG vs VGT
+1,485.0%
-1,342.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.5% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | +1.9% | -0.4% | +2.3% | +2.1% |
| 3M | +1.4% | +4.4% | -3.0% | -1.3% |
| 6M | +15.2% | +32.1% | -16.9% | -2.7% |
| YTD | +23.8% | +28.8% | -5.0% | +6.1% |
| 1Y | +30.7% | +35.3% | -4.7% | +8.4% |
| 3Y | +83.3% | +124.8% | -41.5% | +7.4% |
| 5Y | +48.8% | +137.9% | -89.2% | -18.6% |
| 10Y | +142.8% | +814.2% | -671.5% | -55.0% |
| All | +142.3% | +1,485.0% | -1,342.8% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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