+140.8%
IEMG vs VO
+200.3%
-59.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.6% |
| 7D | -1.3% | -1.5% | +0.2% | -0.1% |
| 30D | +1.9% | -3.0% | +5.0% | +4.4% |
| 3M | +1.4% | +2.8% | -1.4% | -0.7% |
| 6M | +15.2% | +10.9% | +4.2% | +6.7% |
| YTD | +23.8% | +12.5% | +11.4% | +13.6% |
| 1Y | +30.7% | +12.0% | +18.7% | +20.2% |
| 3Y | +83.3% | +56.3% | +27.0% | +29.1% |
| 5Y | +48.8% | +42.9% | +5.8% | +11.0% |
| All | +140.8% | +200.3% | -59.5% | -6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling