+145.4%
IEMG vs SW
+538.7%
-393.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.5% |
| 7D | +2.2% | -5.1% | +7.3% | +2.7% |
| 30D | +4.6% | -4.6% | +9.2% | +5.0% |
| 3M | +0.4% | +9.4% | -9.0% | -0.6% |
| 6M | +16.4% | +3.5% | +12.8% | +15.5% |
| YTD | +25.4% | +22.0% | +3.4% | +22.7% |
| 1Y | +38.3% | +2.2% | +36.1% | +37.0% |
| 3Y | +84.1% | +19.6% | +64.5% | +78.5% |
| 5Y | +49.0% | -2.3% | +51.3% | +43.8% |
| 10Y | +141.8% | +181.4% | -39.5% | +113.4% |
| All | +145.4% | +538.7% | -393.3% | +113.7% |
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