+145.6%
IEMG vs VXUS
+198.5%
-52.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.5% |
| 7D | +2.8% | +1.6% | +1.2% | +1.0% |
| 30D | +4.6% | +1.0% | +3.6% | +3.6% |
| 3M | +5.5% | +5.7% | -0.2% | -0.2% |
| 6M | +19.7% | +13.6% | +6.1% | +5.2% |
| YTD | +25.5% | +17.4% | +8.1% | +6.5% |
| 1Y | +35.5% | +25.1% | +10.4% | +7.6% |
| 3Y | +88.0% | +75.8% | +12.1% | +3.5% |
| 5Y | +50.6% | +55.4% | -4.8% | -5.2% |
| 10Y | +138.4% | +146.4% | -8.1% | -7.8% |
| All | +145.6% | +198.5% | -52.9% | -21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling