+144.8%
IEMG vs WM
+303.2%
-158.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +1.6% | -1.2% | +2.8% | +1.9% |
| 30D | +4.6% | -4.5% | +9.1% | +5.9% |
| 3M | +4.8% | -2.2% | +7.0% | +4.8% |
| 6M | +16.8% | -11.5% | +28.3% | +20.2% |
| YTD | +24.8% | -0.7% | +25.5% | +23.4% |
| 1Y | +34.3% | +0.3% | +34.0% | +31.9% |
| 3Y | +87.0% | +44.2% | +42.8% | +56.7% |
| 5Y | +49.9% | +51.6% | -1.7% | +20.6% |
| 10Y | +144.8% | +310.4% | -165.6% | +25.5% |
| All | +144.8% | +303.2% | -158.4% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling