+25.3%
VZ vs IEMG
+50.3%
-24.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | -1.0% | +1.6% | -2.6% | -1.0% |
| 30D | +5.8% | +4.6% | +1.1% | +5.5% |
| 3M | +10.5% | +4.8% | +5.7% | +10.0% |
| 6M | +1.8% | +16.8% | -15.0% | -0.1% |
| YTD | +28.3% | +24.8% | +3.4% | +24.2% |
| 1Y | +22.0% | +34.3% | -12.3% | +16.6% |
| 3Y | +81.8% | +87.0% | -5.1% | +61.8% |
| 5Y | +25.3% | +49.9% | -24.6% | +13.2% |
| All | +25.3% | +50.3% | -24.9% | +13.2% |
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