+140.8%
IEMG vs VICR
+1,679.8%
-1,539.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +11.2% | -9.9% | -0.3% |
| 7D | -1.3% | +5.0% | -6.3% | -2.0% |
| 30D | +1.9% | -12.5% | +14.4% | +3.4% |
| 3M | +1.4% | -33.6% | +35.0% | +5.9% |
| 6M | +15.2% | +10.7% | +4.5% | +10.4% |
| YTD | +23.8% | +80.6% | -56.8% | +10.5% |
| 1Y | +30.7% | +288.4% | -257.7% | +4.0% |
| 3Y | +83.3% | +213.8% | -130.5% | +42.4% |
| 5Y | +48.8% | +58.8% | -10.1% | +19.4% |
| All | +140.8% | +1,679.8% | -1,539.0% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 10y: compounded portfolio wealth divided by compounded VICR 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…
10y analysis · Full analysis span regression · 6 months rolling