+145.6%
IEMG vs VLO
+2,294.3%
-2,148.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -0.6% |
| 7D | +2.8% | +5.8% | -3.0% | +1.7% |
| 30D | +4.6% | +28.3% | -23.7% | -0.5% |
| 3M | +5.5% | +48.7% | -43.2% | -2.8% |
| 6M | +19.7% | +71.9% | -52.2% | +6.2% |
| YTD | +25.5% | +138.7% | -113.1% | +3.5% |
| 1Y | +35.5% | +148.5% | -112.9% | +10.5% |
| 3Y | +88.0% | +192.7% | -104.7% | +44.7% |
| 5Y | +50.6% | +601.6% | -551.0% | -8.7% |
| 10Y | +138.4% | +900.2% | -761.8% | +22.4% |
| All | +145.6% | +2,294.3% | -2,148.7% | +0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling