+140.8%
IEMG vs VLO
+946.8%
-806.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.0% |
| 7D | -1.3% | +5.3% | -6.6% | -2.3% |
| 30D | +1.9% | +18.2% | -16.3% | -1.3% |
| 3M | +1.4% | +53.3% | -51.9% | -6.9% |
| 6M | +15.2% | +70.4% | -55.3% | +2.8% |
| YTD | +23.8% | +143.4% | -119.6% | +2.2% |
| 1Y | +30.7% | +153.0% | -122.3% | +6.7% |
| 3Y | +83.3% | +195.0% | -111.7% | +41.6% |
| 5Y | +48.8% | +618.8% | -570.0% | -10.1% |
| All | +140.8% | +946.8% | -806.0% | +26.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling