+140.8%
IEMG vs VXUS
+151.1%
-10.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.1% |
| 7D | -1.3% | -1.4% | +0.1% | +0.3% |
| 30D | +1.9% | -0.5% | +2.4% | +2.5% |
| 3M | +1.4% | +2.6% | -1.2% | -1.0% |
| 6M | +15.2% | +10.9% | +4.3% | +3.8% |
| YTD | +23.8% | +16.1% | +7.7% | +6.3% |
| 1Y | +30.7% | +22.3% | +8.4% | +6.2% |
| 3Y | +83.3% | +72.0% | +11.3% | +3.2% |
| 5Y | +48.8% | +54.1% | -5.4% | -5.4% |
| All | +140.8% | +151.1% | -10.3% | -11.0% |
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