+84.8%
IEMG vs WELL
+201.2%
-116.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.5% |
| 7D | +1.6% | -1.1% | +2.7% | +1.7% |
| 30D | +4.6% | +0.7% | +3.9% | +4.5% |
| 3M | +4.8% | +14.5% | -9.7% | +3.0% |
| 6M | +16.8% | +14.4% | +2.4% | +14.7% |
| YTD | +24.8% | +28.5% | -3.6% | +20.1% |
| 1Y | +34.3% | +41.8% | -7.5% | +26.5% |
| All | +84.8% | +201.2% | -116.5% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling