+81.1%
IEMG vs WAT
+52.2%
+28.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -0.9% | -2.9% | +2.0% | -0.4% |
| 30D | +2.1% | -3.2% | +5.3% | +2.6% |
| 3M | +4.6% | +10.6% | -6.0% | +2.8% |
| 6M | +14.0% | +34.0% | -20.0% | +8.3% |
| YTD | +22.3% | +5.7% | +16.6% | +20.1% |
| 1Y | +30.7% | +37.1% | -6.4% | +22.7% |
| All | +81.1% | +52.2% | +28.9% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling