+91.1%
IEMG vs VLTO
+23.4%
+67.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.8% |
| 7D | -0.9% | -4.5% | +3.7% | -0.1% |
| 30D | +2.1% | -4.6% | +6.7% | +2.9% |
| 3M | +4.6% | +13.3% | -8.7% | +1.4% |
| 6M | +14.0% | +2.1% | +11.9% | +13.2% |
| YTD | +22.3% | -6.1% | +28.4% | +23.7% |
| 1Y | +30.7% | -11.4% | +42.1% | +34.1% |
| All | +91.1% | +23.4% | +67.7% | +83.2% |
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