+64.9%
VZ vs IEMG
+145.8%
-80.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | +0.9% | -1.3% | +2.2% | +1.2% |
| 30D | +7.7% | +1.9% | +5.8% | +7.3% |
| 3M | +9.7% | +1.4% | +8.2% | +9.0% |
| 6M | +3.1% | +15.2% | -12.1% | -0.6% |
| YTD | +30.5% | +23.8% | +6.7% | +23.5% |
| 1Y | +22.5% | +30.7% | -8.2% | +14.3% |
| 3Y | +82.4% | +83.3% | -0.9% | +55.3% |
| 5Y | +28.0% | +48.8% | -20.7% | +14.3% |
| All | +64.9% | +145.8% | -80.9% | +23.4% |
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