+47.0%
IEMG vs W
-63.9%
+110.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.7% |
| 7D | -0.9% | +0.5% | -1.3% | -0.9% |
| 30D | +2.1% | -5.6% | +7.7% | +2.7% |
| 3M | +4.6% | +41.9% | -37.3% | 0.0% |
| 6M | +14.0% | +30.2% | -16.2% | +9.6% |
| YTD | +22.3% | -2.9% | +25.3% | +20.6% |
| 1Y | +30.7% | +11.6% | +19.1% | +26.3% |
| 3Y | +83.2% | +37.0% | +46.2% | +65.2% |
| 5Y | +47.0% | -62.8% | +109.8% | +37.1% |
| All | +47.0% | -63.9% | +110.9% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling