+74.4%
IEMG vs VLTO
+55.4%
+19.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | +5.3% | +0.8% | +4.5% | +5.2% |
| 30D | -7.2% | +18.7% | -25.9% | -9.6% |
| 3M | -8.1% | +21.7% | -29.8% | -10.9% |
| 6M | -6.7% | +35.8% | -42.6% | -11.8% |
| YTD | +11.6% | +18.3% | -6.6% | +8.9% |
| 1Y | +11.4% | +20.9% | -9.5% | +7.9% |
| 3Y | +69.3% | +68.8% | +0.4% | +54.3% |
| All | +74.4% | +55.4% | +19.1% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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