+38.3%
IEMG vs VLO
+143.4%
-105.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.7% |
| 7D | +2.2% | +5.2% | -3.0% | +2.6% |
| 30D | +4.6% | +22.6% | -18.0% | +6.2% |
| 3M | +0.4% | +43.8% | -43.4% | +3.3% |
| 6M | +16.4% | +65.7% | -49.4% | +19.7% |
| YTD | +25.4% | +131.1% | -105.7% | +23.8% |
| 1Y | +38.3% | +143.6% | -105.4% | +36.6% |
| All | +38.3% | +143.4% | -105.1% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 1y: compounded portfolio wealth divided by compounded VLO 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…
1y analysis · Full analysis span regression · 6 months rolling