+140.8%
IEMG vs VRSK
+126.1%
+14.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -1.3% | -5.2% | +3.9% | 0.0% |
| 30D | +1.9% | -2.3% | +4.2% | +2.3% |
| 3M | +1.4% | -2.9% | +4.3% | +1.0% |
| 6M | +15.2% | -12.8% | +28.0% | +17.9% |
| YTD | +23.8% | -20.8% | +44.6% | +30.1% |
| 1Y | +30.7% | -33.2% | +63.9% | +45.0% |
| 3Y | +83.3% | -26.6% | +109.9% | +91.4% |
| 5Y | +48.8% | -11.3% | +60.1% | +40.2% |
| All | +140.8% | +126.1% | +14.7% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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