+48.3%
IEMG vs TW
+19.5%
+28.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | -1.3% | -4.5% | +3.2% | -0.7% |
| 30D | +1.9% | -2.3% | +4.2% | +2.2% |
| 3M | +1.4% | +2.6% | -1.2% | +0.5% |
| 6M | +15.2% | -17.5% | +32.7% | +18.5% |
| YTD | +23.8% | -5.3% | +29.1% | +23.6% |
| 1Y | +30.7% | -14.8% | +45.4% | +33.2% |
| 3Y | +83.3% | +18.8% | +64.4% | +69.5% |
| All | +48.3% | +19.5% | +28.8% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling