+138.4%
IEMG vs VT
+221.4%
-83.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.6% |
| 7D | +2.8% | +1.0% | +1.8% | +1.7% |
| 30D | +4.6% | -0.2% | +4.9% | +4.9% |
| 3M | +5.5% | +4.5% | +1.0% | +1.3% |
| 6M | +19.7% | +14.1% | +5.6% | +6.0% |
| YTD | +25.5% | +14.8% | +10.8% | +10.7% |
| 1Y | +35.5% | +21.2% | +14.3% | +13.4% |
| 3Y | +88.0% | +76.6% | +11.4% | +8.6% |
| 5Y | +50.6% | +66.6% | -16.0% | -8.1% |
| 10Y | +138.4% | +222.3% | -83.9% | -31.5% |
| All | +138.4% | +221.4% | -83.1% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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