+144.3%
IEMG vs VRSN
+512.6%
-368.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.0% |
| 7D | +1.6% | -1.0% | +2.7% | +1.9% |
| 30D | +4.6% | -1.9% | +6.5% | +5.1% |
| 3M | +4.8% | +1.4% | +3.5% | +3.7% |
| 6M | +16.8% | +19.0% | -2.2% | +9.1% |
| YTD | +24.8% | +19.2% | +5.6% | +16.0% |
| 1Y | +34.3% | +1.7% | +32.6% | +31.3% |
| 3Y | +87.0% | +41.4% | +45.5% | +60.5% |
| 5Y | +49.9% | +31.7% | +18.3% | +29.2% |
| 10Y | +144.8% | +290.3% | -145.5% | +47.2% |
| All | +144.3% | +512.6% | -368.3% | +35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling