+140.8%
IEMG vs WAB
+296.8%
-156.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +0.9% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +1.9% | -4.1% | +6.0% | +3.2% |
| 3M | +1.4% | +8.2% | -6.8% | -1.3% |
| 6M | +15.2% | +15.4% | -0.2% | +9.9% |
| YTD | +23.8% | +33.1% | -9.3% | +13.1% |
| 1Y | +30.7% | +48.1% | -17.4% | +15.5% |
| 3Y | +83.3% | +167.7% | -84.4% | +34.1% |
| 5Y | +48.8% | +225.7% | -177.0% | +1.5% |
| All | +140.8% | +296.8% | -156.0% | +40.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling