+140.8%
IEMG vs WAT
+170.9%
-30.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.8% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | +1.9% | -1.9% | +3.8% | +2.4% |
| 3M | +1.4% | +13.5% | -12.1% | -2.2% |
| 6M | +15.2% | +37.2% | -22.1% | +4.9% |
| YTD | +23.8% | +7.5% | +16.3% | +19.9% |
| 1Y | +30.7% | +35.0% | -4.4% | +18.2% |
| 3Y | +83.3% | +55.1% | +28.2% | +51.8% |
| 5Y | +48.8% | -2.8% | +51.6% | +41.5% |
| All | +140.8% | +170.9% | -30.2% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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