+145.6%
IEMG vs WEC
+346.6%
-201.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +2.8% | +0.8% | +2.0% | +2.6% |
| 30D | +4.6% | +0.3% | +4.3% | +4.5% |
| 3M | +5.5% | -2.9% | +8.4% | +5.9% |
| 6M | +19.7% | -5.9% | +25.6% | +20.8% |
| YTD | +25.5% | +4.1% | +21.4% | +23.9% |
| 1Y | +35.5% | +3.1% | +32.4% | +33.9% |
| 3Y | +88.0% | +40.8% | +47.2% | +71.6% |
| 5Y | +50.6% | +31.7% | +18.9% | +38.3% |
| 10Y | +138.4% | +141.1% | -2.7% | +76.6% |
| All | +145.6% | +346.6% | -201.1% | +36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling