+2,397.0%
VRT vs IEMG
+93.8%
+2,303.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.0% | -3.6% | -3.3% |
| 7D | -7.7% | -0.9% | -6.8% | -6.6% |
| 30D | -12.0% | +2.1% | -14.1% | -13.8% |
| 3M | -11.7% | +4.6% | -16.3% | -14.3% |
| 6M | -8.1% | +14.0% | -22.1% | -19.1% |
| YTD | +53.2% | +22.3% | +30.9% | +26.3% |
| 1Y | +81.7% | +30.7% | +51.0% | +40.8% |
| 3Y | +535.3% | +83.2% | +452.1% | +262.3% |
| 5Y | +916.4% | +47.0% | +869.4% | +604.9% |
| All | +2,397.0% | +93.8% | +2,303.2% | +1,167.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded IEMG 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling