+21.8%
VZ vs IEMG
+34.0%
-12.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +1.5% | +2.7% | -1.2% | +1.4% |
| 30D | +4.4% | -5.7% | +10.1% | +4.5% |
| 3M | -2.4% | -8.8% | +6.4% | -2.2% |
| 6M | +1.4% | -8.9% | +10.3% | +1.5% |
| YTD | +21.4% | +11.2% | +10.2% | +18.0% |
| 1Y | +20.3% | +12.2% | +8.1% | +16.7% |
| 3Y | +57.4% | +68.5% | -11.2% | +40.1% |
| All | +21.8% | +34.0% | -12.2% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling