+47.0%
IEMG vs VO
+40.2%
+6.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.3% |
| 7D | -0.9% | -2.5% | +1.6% | +1.0% |
| 30D | +2.1% | -3.2% | +5.4% | +4.6% |
| 3M | +4.6% | +3.9% | +0.7% | +1.9% |
| 6M | +14.0% | +9.6% | +4.4% | +7.3% |
| YTD | +22.3% | +11.6% | +10.8% | +13.9% |
| 1Y | +30.7% | +12.6% | +18.1% | +20.9% |
| 3Y | +83.2% | +55.4% | +27.8% | +35.8% |
| 5Y | +47.0% | +41.8% | +5.1% | +14.1% |
| All | +47.0% | +40.2% | +6.8% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling