+38.3%
IEMG vs WELL
+42.4%
-4.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.7% | +1.5% |
| 7D | +2.2% | -0.8% | +3.0% | +2.2% |
| 30D | +4.6% | -0.1% | +4.7% | +4.6% |
| 3M | +0.4% | +18.0% | -17.7% | +0.6% |
| 6M | +16.4% | +15.0% | +1.4% | +17.1% |
| YTD | +25.4% | +28.6% | -3.2% | +25.9% |
| 1Y | +38.3% | +42.9% | -4.6% | +37.2% |
| All | +38.3% | +42.4% | -4.2% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 1y: compounded portfolio wealth divided by compounded WELL 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…
1y analysis · Full analysis span regression · 6 months rolling