+81.1%
IEMG vs VRSN
+42.7%
+38.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.0% |
| 7D | -0.9% | -1.5% | +0.7% | -0.8% |
| 30D | +2.1% | +0.7% | +1.4% | +2.1% |
| 3M | +4.6% | +0.6% | +4.0% | +4.8% |
| 6M | +14.0% | +21.7% | -7.7% | +11.4% |
| YTD | +22.3% | +20.0% | +2.3% | +19.7% |
| 1Y | +30.7% | +3.2% | +27.5% | +31.3% |
| All | +81.1% | +42.7% | +38.4% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 3y: compounded portfolio wealth divided by compounded VRSN 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…
3y analysis · Full analysis span regression · 6 months rolling