+91.4%
IEMG vs TW
+206.7%
-115.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.4% |
| 7D | -1.3% | -4.5% | +3.2% | -0.4% |
| 30D | +1.9% | -2.3% | +4.2% | +2.3% |
| 3M | +1.4% | +2.6% | -1.2% | +0.2% |
| 6M | +15.2% | -17.5% | +32.7% | +19.3% |
| YTD | +23.8% | -5.3% | +29.1% | +23.5% |
| 1Y | +30.7% | -14.8% | +45.4% | +33.6% |
| 3Y | +83.3% | +18.8% | +64.4% | +68.1% |
| 5Y | +48.8% | +20.7% | +28.0% | +33.1% |
| All | +91.4% | +206.7% | -115.3% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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