+139.4%
IEMG vs VICR
+2,872.5%
-2,733.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.6% |
| 7D | -0.9% | -0.4% | -0.5% | -0.8% |
| 30D | +2.1% | -15.6% | +17.7% | +4.2% |
| 3M | +4.6% | -35.4% | +40.0% | +9.7% |
| 6M | +14.0% | +1.3% | +12.8% | +10.8% |
| YTD | +22.3% | +62.5% | -40.1% | +10.8% |
| 1Y | +30.7% | +255.5% | -224.8% | +5.2% |
| 3Y | +83.2% | +182.0% | -98.8% | +44.4% |
| 5Y | +47.0% | +42.9% | +4.1% | +19.3% |
| 10Y | +139.9% | +1,494.0% | -1,354.1% | +28.6% |
| All | +139.4% | +2,872.5% | -2,733.1% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling