+145.6%
IEMG vs VUG
+753.5%
-607.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.3% |
| 7D | +2.8% | +0.9% | +1.9% | +2.1% |
| 30D | +4.6% | -1.4% | +6.1% | +5.7% |
| 3M | +5.5% | +2.3% | +3.2% | +3.9% |
| 6M | +19.7% | +15.7% | +4.0% | +8.4% |
| YTD | +25.5% | +8.6% | +16.9% | +18.7% |
| 1Y | +35.5% | +14.1% | +21.5% | +23.8% |
| 3Y | +88.0% | +87.9% | +0.1% | +16.8% |
| 5Y | +50.6% | +76.3% | -25.7% | -3.9% |
| 10Y | +138.4% | +409.7% | -271.3% | -43.9% |
| All | +145.6% | +753.5% | -607.9% | -64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling