+140.8%
IEMG vs VTR
+99.2%
+41.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | +1.9% | +1.1% | +0.8% | +1.7% |
| 3M | +1.4% | +7.9% | -6.5% | -0.5% |
| 6M | +15.2% | +6.2% | +9.0% | +13.1% |
| YTD | +23.8% | +17.7% | +6.1% | +18.9% |
| 1Y | +30.7% | +32.9% | -2.2% | +22.1% |
| 3Y | +83.3% | +129.7% | -46.4% | +50.9% |
| 5Y | +48.8% | +89.3% | -40.6% | +25.9% |
| All | +140.8% | +99.2% | +41.6% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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