+121.0%
IEMG vs SW
+183.3%
-62.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.6% | +2.8% |
| 7D | -0.1% | +1.8% | -2.0% | -0.3% |
| 30D | -8.8% | +7.0% | -15.8% | -9.5% |
| 3M | -7.2% | -7.6% | +0.5% | -6.5% |
| 6M | -9.8% | +8.5% | -18.4% | -10.9% |
| YTD | +11.4% | +17.7% | -6.3% | +9.0% |
| 1Y | +13.2% | +27.1% | -13.9% | +9.9% |
| 3Y | +70.0% | +48.2% | +21.8% | +61.6% |
| 5Y | +36.6% | -2.3% | +38.9% | +31.5% |
| 10Y | +121.0% | +183.3% | -62.3% | +86.4% |
| All | +121.0% | +183.3% | -62.3% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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