+144.3%
IEMG vs WCN
+735.9%
-591.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.1% |
| 7D | +1.6% | -1.7% | +3.3% | +2.2% |
| 30D | +4.6% | -3.0% | +7.6% | +5.7% |
| 3M | +4.8% | +2.5% | +2.3% | +3.2% |
| 6M | +16.8% | -5.7% | +22.5% | +18.1% |
| YTD | +24.8% | -7.4% | +32.3% | +26.8% |
| 1Y | +34.3% | -8.6% | +42.9% | +36.7% |
| 3Y | +87.0% | +19.4% | +67.6% | +67.0% |
| 5Y | +49.9% | +27.2% | +22.7% | +27.9% |
| 10Y | +144.8% | +238.5% | -93.7% | +32.3% |
| All | +144.3% | +735.9% | -591.6% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling