+133.0%
IEMG vs VXUS
+146.4%
-13.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.7% | +2.1% | +0.6% | +0.4% |
| 30D | -5.7% | -1.1% | -4.6% | -4.4% |
| 3M | -8.8% | -5.6% | -3.2% | -2.6% |
| 6M | -8.9% | -2.3% | -6.6% | -5.9% |
| YTD | +11.2% | +10.4% | +0.8% | +1.2% |
| 1Y | +12.2% | +13.1% | -0.8% | -0.5% |
| 3Y | +68.5% | +68.0% | +0.5% | -2.1% |
| 5Y | +34.3% | +45.8% | -11.5% | -8.8% |
| All | +133.0% | +146.4% | -13.4% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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