+58.9%
IEMG vs SW
+40.4%
+18.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -5.4% |
| 7D | -7.4% | +4.7% | -12.1% | -8.1% |
| 30D | -14.9% | +5.0% | -19.9% | -15.6% |
| 3M | -11.6% | -7.3% | -4.2% | -10.6% |
| 6M | -11.1% | +15.0% | -26.1% | -13.6% |
| YTD | +6.0% | +18.5% | -12.5% | +2.1% |
| 1Y | +6.5% | +27.1% | -20.6% | +1.5% |
| All | +58.9% | +40.4% | +18.6% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling