+140.8%
IEMG vs W
+158.6%
-17.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.1% |
| 7D | -1.3% | -0.9% | -0.4% | -1.2% |
| 30D | +1.9% | -4.2% | +6.2% | +2.4% |
| 3M | +1.4% | +26.9% | -25.5% | -2.1% |
| 6M | +15.2% | +31.2% | -16.1% | +10.2% |
| YTD | +23.8% | -1.8% | +25.7% | +21.9% |
| 1Y | +30.7% | +9.3% | +21.3% | +26.2% |
| 3Y | +83.3% | +33.2% | +50.1% | +64.3% |
| 5Y | +48.8% | -62.4% | +111.2% | +41.8% |
| All | +140.8% | +158.6% | -17.8% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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