+48.3%
IEMG vs KWEB
-42.7%
+91.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +1.0% |
| 7D | -1.3% | -5.6% | +4.3% | +0.4% |
| 30D | +1.9% | -10.7% | +12.6% | +5.3% |
| 3M | +1.4% | -7.4% | +8.8% | +3.5% |
| 6M | +15.2% | -19.3% | +34.5% | +22.4% |
| YTD | +23.8% | -27.8% | +51.6% | +35.8% |
| 1Y | +30.7% | -35.9% | +66.6% | +48.1% |
| 3Y | +83.3% | -1.9% | +85.2% | +80.6% |
| All | +48.3% | -42.7% | +91.0% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 5y: compounded portfolio wealth divided by compounded KWEB 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…
5y analysis · Full analysis span regression · 6 months rolling