+79.2%
VZ vs IEMG
+85.2%
-5.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.4% |
| 7D | -1.0% | +1.6% | -2.6% | -0.9% |
| 30D | +5.8% | +4.6% | +1.1% | +6.0% |
| 3M | +10.5% | +4.8% | +5.7% | +10.6% |
| 6M | +1.8% | +16.8% | -15.0% | +1.6% |
| YTD | +28.3% | +24.8% | +3.4% | +26.6% |
| 1Y | +22.0% | +34.3% | -12.3% | +19.1% |
| All | +79.2% | +85.2% | -5.9% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling