+83.3%
IEMG vs WCN
+18.4%
+64.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -1.3% | -3.1% | +1.8% | -1.3% |
| 30D | +1.9% | -3.4% | +5.3% | +1.9% |
| 3M | +1.4% | +3.0% | -1.5% | +1.0% |
| 6M | +15.2% | -3.8% | +18.9% | +15.6% |
| YTD | +23.8% | -8.3% | +32.1% | +25.2% |
| 1Y | +30.7% | -9.7% | +40.4% | +32.5% |
| 3Y | +83.3% | +17.2% | +66.1% | +74.9% |
| All | +83.3% | +18.4% | +64.9% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 3y: compounded portfolio wealth divided by compounded WCN 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…
3y analysis · Full analysis span regression · 6 months rolling