+58.3%
IEMG vs WETO
-99.4%
+157.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.4% | +6.6% | +1.2% |
| 7D | -1.3% | -4.3% | +3.0% | -1.3% |
| 30D | +1.9% | -39.9% | +41.8% | +1.1% |
| 3M | +1.4% | -97.9% | +99.3% | +2.7% |
| 6M | +15.2% | -95.0% | +110.2% | +15.3% |
| YTD | +23.8% | -97.2% | +121.0% | +24.4% |
| 1Y | +30.7% | -98.9% | +129.6% | +32.0% |
| All | +58.3% | -99.4% | +157.7% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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