+145.6%
IEMG vs VO
+403.1%
-257.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.5% |
| 7D | +2.8% | +0.6% | +2.2% | +2.3% |
| 30D | +4.6% | -1.1% | +5.7% | +5.6% |
| 3M | +5.5% | +4.5% | +1.0% | +1.9% |
| 6M | +19.7% | +11.1% | +8.6% | +10.4% |
| YTD | +25.5% | +13.5% | +12.0% | +13.8% |
| 1Y | +35.5% | +14.5% | +21.0% | +21.9% |
| 3Y | +88.0% | +58.1% | +29.9% | +28.9% |
| 5Y | +50.6% | +43.3% | +7.3% | +10.3% |
| 10Y | +138.4% | +193.2% | -54.8% | -10.1% |
| All | +145.6% | +403.1% | -257.5% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VO 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling