+48.3%
IEMG vs WCC
+223.5%
-175.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.6% | -2.4% | +0.5% |
| 7D | -1.3% | +1.4% | -2.7% | -1.6% |
| 30D | +1.9% | -2.3% | +4.2% | +2.3% |
| 3M | +1.4% | +3.7% | -2.3% | +0.4% |
| 6M | +15.2% | +34.8% | -19.6% | +8.1% |
| YTD | +23.8% | +46.1% | -22.3% | +14.2% |
| 1Y | +30.7% | +62.7% | -32.1% | +17.7% |
| 3Y | +83.3% | +133.6% | -50.3% | +48.6% |
| All | +48.3% | +223.5% | -175.2% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling