+142.3%
IEMG vs VTV
+440.0%
-297.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.6% |
| 7D | -1.3% | -1.1% | -0.2% | -0.3% |
| 30D | +1.9% | -1.0% | +2.9% | +2.8% |
| 3M | +1.4% | +4.6% | -3.2% | -2.5% |
| 6M | +15.2% | +13.5% | +1.7% | +3.4% |
| YTD | +23.8% | +18.5% | +5.3% | +7.2% |
| 1Y | +30.7% | +22.9% | +7.8% | +9.6% |
| 3Y | +83.3% | +67.8% | +15.4% | +16.5% |
| 5Y | +48.8% | +81.8% | -33.1% | -12.6% |
| 10Y | +142.8% | +233.0% | -90.2% | -23.1% |
| All | +142.3% | +440.0% | -297.7% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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