+47.0%
IEMG vs WAT
-5.3%
+52.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -0.9% | -2.9% | +2.0% | -0.3% |
| 30D | +2.1% | -3.2% | +5.3% | +2.8% |
| 3M | +4.6% | +10.6% | -6.0% | +2.4% |
| 6M | +14.0% | +34.0% | -20.0% | +7.1% |
| YTD | +22.3% | +5.7% | +16.6% | +19.8% |
| 1Y | +30.7% | +37.1% | -6.4% | +21.0% |
| 3Y | +83.2% | +52.4% | +30.8% | +60.0% |
| 5Y | +47.0% | -4.4% | +51.4% | +38.7% |
| All | +47.0% | -5.3% | +52.2% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling