+2,486.9%
VRT vs IEMG
+96.2%
+2,390.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +2.2% |
| 7D | -8.4% | -1.3% | -7.1% | -6.8% |
| 30D | -10.9% | +1.9% | -12.8% | -12.5% |
| 3M | -13.7% | +1.4% | -15.1% | -13.4% |
| 6M | -4.1% | +15.2% | -19.3% | -16.5% |
| YTD | +58.7% | +23.8% | +34.9% | +29.1% |
| 1Y | +89.6% | +30.7% | +59.0% | +46.9% |
| 3Y | +558.1% | +83.3% | +474.9% | +274.4% |
| 5Y | +953.0% | +48.8% | +904.2% | +620.6% |
| All | +2,486.9% | +96.2% | +2,390.7% | +1,195.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling