+47.0%
IEMG vs VUG
+74.2%
-27.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.7% |
| 7D | -0.9% | -1.9% | +1.0% | +0.2% |
| 30D | +2.1% | -1.6% | +3.7% | +3.0% |
| 3M | +4.6% | +4.4% | +0.2% | +2.2% |
| 6M | +14.0% | +13.2% | +0.8% | +7.0% |
| YTD | +22.3% | +7.5% | +14.8% | +17.9% |
| 1Y | +30.7% | +12.5% | +18.2% | +23.0% |
| 3Y | +83.2% | +86.0% | -2.8% | +31.4% |
| 5Y | +47.0% | +76.5% | -29.5% | +5.6% |
| All | +47.0% | +74.2% | -27.3% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling