+83.3%
IEMG vs WEC
+39.2%
+44.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.3% | -0.6% | -0.7% | -1.3% |
| 30D | +1.9% | -2.6% | +4.5% | +1.9% |
| 3M | +1.4% | -6.0% | +7.5% | +1.4% |
| 6M | +15.2% | -5.4% | +20.6% | +15.1% |
| YTD | +23.8% | +2.5% | +21.4% | +23.0% |
| 1Y | +30.7% | -0.7% | +31.4% | +30.0% |
| 3Y | +83.3% | +38.7% | +44.6% | +73.2% |
| All | +83.3% | +39.2% | +44.1% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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