+106.3%
IEMG vs W
+210.9%
-104.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +2.7% | +0.2% | +2.5% | +2.7% |
| 30D | -5.7% | +6.8% | -12.5% | -6.5% |
| 3M | -8.8% | +10.7% | -19.5% | -10.0% |
| 6M | -8.9% | +86.3% | -95.2% | -15.7% |
| YTD | +11.2% | +11.5% | -0.3% | +7.9% |
| 1Y | +12.2% | +5.1% | +7.1% | +9.3% |
| 3Y | +68.5% | +171.0% | -102.5% | +41.6% |
| 5Y | +34.3% | -56.6% | +91.0% | +25.6% |
| 10Y | +131.1% | +213.4% | -82.3% | +59.5% |
| All | +106.3% | +210.9% | -104.6% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling