+13.9%
IEMG vs GWW
+55.5%
-41.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.5% | -5.6% | -0.1% |
| 7D | -3.1% | +11.1% | -14.2% | -4.7% |
| 30D | -10.3% | +15.7% | -26.1% | -12.5% |
| 3M | -6.6% | +14.8% | -21.4% | -8.8% |
| 6M | -3.9% | +30.9% | -34.8% | -9.1% |
| YTD | +12.4% | +48.5% | -36.1% | +4.1% |
| 1Y | +13.9% | +57.1% | -43.2% | +5.1% |
| All | +13.9% | +55.5% | -41.6% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling