+145.6%
IEMG vs WELL
+593.6%
-448.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +2.8% | -1.3% | +4.1% | +3.1% |
| 30D | +4.6% | +0.5% | +4.1% | +4.5% |
| 3M | +5.5% | +19.1% | -13.6% | +0.9% |
| 6M | +19.7% | +17.0% | +2.7% | +14.6% |
| YTD | +25.5% | +29.2% | -3.7% | +17.2% |
| 1Y | +35.5% | +42.1% | -6.6% | +23.4% |
| 3Y | +88.0% | +204.5% | -116.6% | +40.3% |
| 5Y | +50.6% | +211.0% | -160.4% | +10.2% |
| 10Y | +138.4% | +337.6% | -199.3% | +48.8% |
| All | +145.6% | +593.6% | -448.1% | +29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling