+83.3%
IEMG vs VMC
+18.8%
+64.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +1.0% |
| 7D | -1.3% | -3.8% | +2.5% | -0.4% |
| 30D | +1.9% | -9.7% | +11.6% | +4.4% |
| 3M | +1.4% | -9.6% | +11.0% | +3.5% |
| 6M | +15.2% | -4.8% | +20.0% | +16.0% |
| YTD | +23.8% | -10.9% | +34.7% | +26.0% |
| 1Y | +30.7% | -15.6% | +46.2% | +34.5% |
| 3Y | +83.3% | +19.3% | +64.0% | +68.3% |
| All | +83.3% | +18.8% | +64.5% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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