+144.3%
IEMG vs VIG
+433.6%
-289.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | +1.6% | -1.2% | +2.8% | +2.7% |
| 30D | +4.6% | -2.8% | +7.5% | +7.4% |
| 3M | +4.8% | +2.5% | +2.4% | +2.5% |
| 6M | +16.8% | +8.1% | +8.7% | +9.1% |
| YTD | +24.8% | +9.6% | +15.3% | +15.3% |
| 1Y | +34.3% | +14.2% | +20.1% | +19.5% |
| 3Y | +87.0% | +56.1% | +30.9% | +24.4% |
| 5Y | +49.9% | +62.8% | -12.9% | -5.1% |
| 10Y | +144.8% | +248.2% | -103.4% | -31.1% |
| All | +144.3% | +433.6% | -289.3% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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