+140.8%
IEMG vs ITW
+194.8%
-54.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.7% |
| 7D | -1.3% | -0.7% | -0.6% | -1.0% |
| 30D | +1.9% | -8.3% | +10.2% | +5.8% |
| 3M | +1.4% | +6.0% | -4.6% | -1.6% |
| 6M | +15.2% | 0.0% | +15.2% | +14.6% |
| YTD | +23.8% | +10.2% | +13.6% | +17.7% |
| 1Y | +30.7% | +3.2% | +27.4% | +27.5% |
| 3Y | +83.3% | +21.0% | +62.3% | +64.4% |
| 5Y | +48.8% | +37.9% | +10.8% | +23.1% |
| All | +140.8% | +194.8% | -54.1% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 10y: compounded portfolio wealth divided by compounded ITW 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…
10y analysis · Full analysis span regression · 6 months rolling