+48.3%
IEMG vs NWSA
+40.0%
+8.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -1.3% | -2.8% | +1.5% | -0.6% |
| 30D | +1.9% | +3.0% | -1.1% | +1.0% |
| 3M | +1.4% | +12.3% | -10.9% | -2.3% |
| 6M | +15.2% | +21.9% | -6.7% | +8.1% |
| YTD | +23.8% | +13.6% | +10.3% | +18.3% |
| 1Y | +30.7% | +0.5% | +30.2% | +29.5% |
| 3Y | +83.3% | +43.8% | +39.5% | +59.7% |
| All | +48.3% | +40.0% | +8.3% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling