+47.0%
IEMG vs WEC
+30.3%
+16.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -2.0% |
| 7D | -0.9% | -1.3% | +0.4% | -0.8% |
| 30D | +2.1% | -0.4% | +2.5% | +2.1% |
| 3M | +4.6% | -6.8% | +11.4% | +5.0% |
| 6M | +14.0% | -6.4% | +20.4% | +14.4% |
| YTD | +22.3% | +2.5% | +19.9% | +21.6% |
| 1Y | +30.7% | -0.4% | +31.1% | +30.2% |
| 3Y | +83.2% | +38.5% | +44.7% | +74.3% |
| 5Y | +47.0% | +31.7% | +15.3% | +39.4% |
| All | +47.0% | +30.3% | +16.7% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling