+13.9%
IEMG vs NWSA
+18.2%
-4.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +1.2% |
| 7D | -3.1% | +4.3% | -7.4% | -2.7% |
| 30D | -10.3% | +5.6% | -15.9% | -9.9% |
| 3M | -6.6% | +7.3% | -13.9% | -6.0% |
| 6M | -3.9% | +18.8% | -22.7% | -3.2% |
| YTD | +12.4% | +17.9% | -5.5% | +12.4% |
| 1Y | +13.9% | +19.3% | -5.5% | +13.7% |
| All | +13.9% | +18.2% | -4.4% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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