+139.4%
IEMG vs ITW
+500.0%
-360.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -0.9% | -2.4% | +1.5% | +0.3% |
| 30D | +2.1% | -9.5% | +11.6% | +7.0% |
| 3M | +4.6% | +6.6% | -2.1% | +0.9% |
| 6M | +14.0% | -1.8% | +15.8% | +14.4% |
| YTD | +22.3% | +9.0% | +13.3% | +16.4% |
| 1Y | +30.7% | +3.6% | +27.1% | +27.0% |
| 3Y | +83.2% | +19.4% | +63.8% | +63.7% |
| 5Y | +47.0% | +36.4% | +10.6% | +20.1% |
| 10Y | +139.9% | +190.0% | -50.1% | +20.2% |
| All | +139.4% | +500.0% | -360.6% | -21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling