+38.3%
IEMG vs VUG
+15.8%
+22.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +2.1% |
| 7D | +2.2% | -0.1% | +2.3% | +2.3% |
| 30D | +4.6% | -0.3% | +4.9% | +4.9% |
| 3M | +0.4% | -0.7% | +1.1% | +1.1% |
| 6M | +16.4% | +14.6% | +1.7% | +3.1% |
| YTD | +25.4% | +9.0% | +16.4% | +14.7% |
| 1Y | +38.3% | +14.9% | +23.4% | +24.5% |
| All | +38.3% | +15.8% | +22.5% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 1y: compounded portfolio wealth divided by compounded VUG 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…
1y analysis · Full analysis span regression · 6 months rolling