+125.6%
IEMG vs SW
+184.4%
-58.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -0.7% | +2.2% | -2.8% | -0.9% |
| 30D | -9.4% | +7.4% | -16.8% | -10.1% |
| 3M | -7.3% | -5.9% | -1.3% | -6.8% |
| 6M | -10.4% | +9.0% | -19.4% | -11.5% |
| YTD | +10.6% | +18.1% | -7.5% | +8.2% |
| 1Y | +10.5% | +28.7% | -18.1% | +7.2% |
| 3Y | +67.7% | +48.8% | +19.0% | +59.3% |
| 5Y | +36.2% | +2.5% | +33.7% | +30.6% |
| 10Y | +125.6% | +184.4% | -58.8% | +90.8% |
| All | +125.6% | +184.4% | -58.8% | +90.8% |
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