+89.1%
IEMG vs TW
+209.8%
-120.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -0.9% | -2.7% | +1.9% | -0.3% |
| 30D | +2.1% | -1.7% | +3.9% | +2.4% |
| 3M | +4.6% | +1.6% | +3.0% | +3.6% |
| 6M | +14.0% | -17.7% | +31.7% | +18.2% |
| YTD | +22.3% | -4.3% | +26.7% | +21.8% |
| 1Y | +30.7% | -13.1% | +43.8% | +33.1% |
| 3Y | +83.2% | +20.3% | +62.9% | +67.6% |
| 5Y | +47.0% | +22.0% | +25.0% | +31.2% |
| All | +89.1% | +209.8% | -120.7% | +35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling