+47.0%
IEMG vs VLO
+600.5%
-553.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -0.9% | +4.0% | -4.8% | -1.3% |
| 30D | +2.1% | +19.0% | -16.9% | +0.2% |
| 3M | +4.6% | +50.0% | -45.4% | -0.1% |
| 6M | +14.0% | +79.1% | -65.1% | +5.9% |
| YTD | +22.3% | +140.3% | -117.9% | +8.5% |
| 1Y | +30.7% | +148.3% | -117.6% | +15.2% |
| 3Y | +83.2% | +194.6% | -111.4% | +54.5% |
| 5Y | +47.0% | +609.6% | -562.6% | +3.3% |
| All | +47.0% | +600.5% | -553.5% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling