+144.3%
IEMG vs WCC
+476.8%
-332.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | +1.6% | +6.8% | -5.2% | 0.0% |
| 30D | +4.6% | -3.0% | +7.6% | +5.3% |
| 3M | +4.8% | +0.2% | +4.6% | +4.4% |
| 6M | +16.8% | +33.2% | -16.3% | +8.3% |
| YTD | +24.8% | +45.8% | -21.0% | +12.9% |
| 1Y | +34.3% | +68.4% | -34.1% | +16.8% |
| 3Y | +87.0% | +131.1% | -44.2% | +43.5% |
| 5Y | +49.9% | +225.6% | -175.7% | -0.2% |
| 10Y | +144.8% | +534.2% | -389.4% | +18.3% |
| All | +144.3% | +476.8% | -332.6% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling