+129.6%
VZ vs IEMG
+143.7%
-14.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.5% | -1.3% |
| 7D | +0.1% | +2.2% | -2.2% | -0.4% |
| 30D | +7.9% | +4.6% | +3.3% | +6.7% |
| 3M | +13.6% | +0.4% | +13.3% | +13.0% |
| 6M | +1.1% | +16.4% | -15.3% | -3.6% |
| YTD | +29.3% | +25.4% | +3.8% | +20.5% |
| 1Y | +21.2% | +38.3% | -17.0% | +9.8% |
| 3Y | +75.9% | +84.1% | -8.2% | +45.3% |
| 5Y | +24.1% | +49.0% | -24.9% | +8.5% |
| 10Y | +62.4% | +141.8% | -79.4% | +15.0% |
| All | +129.6% | +143.7% | -14.2% | +55.6% |
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 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