+139.4%
IEMG vs EWT
+678.9%
-539.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | 0.0% |
| 7D | -0.9% | -1.1% | +0.2% | 0.0% |
| 30D | +2.1% | +4.8% | -2.7% | -1.7% |
| 3M | +4.6% | +11.1% | -6.5% | -4.4% |
| 6M | +14.0% | +54.6% | -40.6% | -20.3% |
| YTD | +22.3% | +71.4% | -49.1% | -21.4% |
| 1Y | +30.7% | +82.1% | -51.4% | -20.3% |
| 3Y | +83.2% | +193.2% | -110.0% | -27.1% |
| 5Y | +47.0% | +146.1% | -99.1% | -32.5% |
| 10Y | +139.9% | +505.0% | -365.1% | -50.4% |
| All | +139.4% | +678.9% | -539.6% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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