+140.8%
IEMG vs WCC
+541.6%
-400.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +0.4% |
| 7D | -1.3% | +1.5% | -2.8% | -1.7% |
| 30D | +1.9% | -2.1% | +4.0% | +2.3% |
| 3M | +1.4% | +3.8% | -2.4% | +0.2% |
| 6M | +15.2% | +35.0% | -19.8% | +7.0% |
| YTD | +23.8% | +46.4% | -22.5% | +12.7% |
| 1Y | +30.7% | +63.0% | -32.3% | +15.6% |
| 3Y | +83.3% | +133.9% | -50.7% | +43.2% |
| 5Y | +48.8% | +226.5% | -177.8% | +2.1% |
| All | +140.8% | +541.6% | -400.9% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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