+48.3%
IEMG vs VTEB
+1.2%
+47.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +0.8% |
| 7D | -1.3% | -0.9% | -0.4% | -0.2% |
| 30D | +1.9% | -2.5% | +4.4% | +5.1% |
| 3M | +1.4% | -3.0% | +4.4% | +5.2% |
| 6M | +15.2% | -2.1% | +17.3% | +18.4% |
| YTD | +23.8% | -1.5% | +25.3% | +26.6% |
| 1Y | +30.7% | +0.2% | +30.5% | +31.5% |
| 3Y | +83.3% | +8.6% | +74.7% | +69.2% |
| All | +48.3% | +1.2% | +47.1% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 5y: compounded portfolio wealth divided by compounded VTEB 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…
5y analysis · Full analysis span regression · 6 months rolling