+96.1%
IEMG vs VLTO
+26.2%
+70.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +2.8% | -1.6% | +4.4% | +3.1% |
| 30D | +4.6% | -2.9% | +7.5% | +5.1% |
| 3M | +5.5% | +12.7% | -7.2% | +2.6% |
| 6M | +19.7% | +1.6% | +18.1% | +19.2% |
| YTD | +25.5% | -4.0% | +29.5% | +26.5% |
| 1Y | +35.5% | -10.2% | +45.7% | +38.8% |
| All | +96.1% | +26.2% | +70.0% | +87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling