+137.0%
IEMG vs SW
+147.8%
-10.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.5% |
| 7D | +2.2% | -5.1% | +7.3% | +2.8% |
| 30D | +4.6% | -4.6% | +9.2% | +5.1% |
| 3M | +0.4% | +9.4% | -9.0% | -0.8% |
| 6M | +16.4% | +3.5% | +12.8% | +15.4% |
| YTD | +25.4% | +22.0% | +3.4% | +22.4% |
| 1Y | +38.3% | +2.2% | +36.1% | +36.9% |
| 3Y | +84.1% | +19.6% | +64.5% | +77.8% |
| 5Y | +49.0% | -2.3% | +51.3% | +43.3% |
| All | +137.0% | +147.8% | -10.8% | +103.2% |
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