+145.6%
IEMG vs WAT
+410.5%
-264.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.5% |
| 7D | +2.8% | -0.7% | +3.5% | +3.0% |
| 30D | +4.6% | -1.0% | +5.6% | +4.9% |
| 3M | +5.5% | +10.9% | -5.4% | +2.2% |
| 6M | +19.7% | +33.2% | -13.5% | +9.1% |
| YTD | +25.5% | +6.1% | +19.4% | +21.7% |
| 1Y | +35.5% | +30.2% | +5.3% | +22.8% |
| 3Y | +88.0% | +52.9% | +35.1% | +54.1% |
| 5Y | +50.6% | -5.1% | +55.7% | +43.2% |
| 10Y | +138.4% | +152.6% | -14.3% | +46.4% |
| All | +145.6% | +410.5% | -264.9% | +9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling