+13.9%
IEMG vs WAB
+46.5%
-32.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | -3.1% | +4.5% | -7.6% | -4.8% |
| 30D | -10.3% | +1.1% | -11.4% | -10.8% |
| 3M | -6.6% | -1.3% | -5.3% | -6.3% |
| 6M | -3.9% | +12.7% | -16.6% | -9.1% |
| YTD | +12.4% | +38.7% | -26.3% | -1.9% |
| 1Y | +13.9% | +44.9% | -31.1% | -2.1% |
| All | +13.9% | +46.5% | -32.6% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling