+83.3%
IEMG vs WAB
+167.4%
-84.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +3.3% |
| 3M | +1.4% | +8.2% | -6.8% | -1.6% |
| 6M | +15.2% | +15.4% | -0.2% | +9.1% |
| YTD | +23.8% | +33.1% | -9.3% | +12.3% |
| 1Y | +30.7% | +48.1% | -17.4% | +14.5% |
| 3Y | +83.3% | +167.7% | -84.4% | +31.5% |
| All | +83.3% | +167.4% | -84.1% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling