+145.4%
IEMG vs VO
+406.0%
-260.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +2.2% | -0.3% | +2.5% | +2.4% |
| 30D | +4.6% | -0.3% | +5.0% | +4.9% |
| 3M | +0.4% | +2.9% | -2.6% | -1.8% |
| 6M | +16.4% | +9.3% | +7.0% | +8.7% |
| YTD | +25.4% | +14.2% | +11.3% | +13.2% |
| 1Y | +38.3% | +15.3% | +23.0% | +23.7% |
| 3Y | +84.1% | +56.2% | +27.8% | +27.4% |
| 5Y | +49.0% | +42.4% | +6.6% | +9.8% |
| 10Y | +141.8% | +194.7% | -52.9% | -9.2% |
| All | +145.4% | +406.0% | -260.6% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling