+2,545.5%
VRT vs IEMG
+97.8%
+2,447.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.5% | -9.1% | -9.0% |
| 7D | +2.4% | +1.6% | +0.8% | +0.7% |
| 30D | -2.7% | +4.6% | -7.3% | -7.3% |
| 3M | -9.2% | +4.8% | -14.0% | -12.2% |
| 6M | -0.5% | +16.8% | -17.3% | -14.8% |
| YTD | +62.3% | +24.8% | +37.5% | +30.6% |
| 1Y | +109.6% | +34.3% | +75.3% | +57.5% |
| 3Y | +573.1% | +87.0% | +486.1% | +274.8% |
| 5Y | +953.6% | +49.9% | +903.7% | +613.7% |
| All | +2,545.5% | +97.8% | +2,447.7% | +1,211.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling