+107.5%
IEMG vs SW
+520.3%
-412.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -5.5% |
| 7D | -7.4% | +4.7% | -12.1% | -7.8% |
| 30D | -14.9% | +5.0% | -19.9% | -15.3% |
| 3M | -11.6% | -7.3% | -4.2% | -11.0% |
| 6M | -11.1% | +15.0% | -26.1% | -12.4% |
| YTD | +6.0% | +18.5% | -12.5% | +3.9% |
| 1Y | +6.5% | +27.1% | -20.6% | +3.8% |
| 3Y | +60.4% | +49.3% | +11.1% | +53.2% |
| 5Y | +30.8% | -1.6% | +32.4% | +26.3% |
| 10Y | +112.2% | +185.4% | -73.1% | +87.5% |
| All | +107.5% | +520.3% | -412.8% | +81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling