+134.0%
IEMG vs WM
+331.3%
-197.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -2.9% | -1.7% |
| 7D | +5.3% | +1.2% | +4.1% | +5.0% |
| 30D | -7.2% | +15.2% | -22.4% | -10.7% |
| 3M | -8.1% | +8.3% | -16.4% | -10.2% |
| 6M | -6.7% | +13.1% | -19.9% | -10.6% |
| YTD | +11.6% | +12.5% | -0.9% | +6.5% |
| 1Y | +11.4% | +21.8% | -10.4% | +3.4% |
| 3Y | +69.3% | +48.8% | +20.5% | +42.5% |
| 5Y | +34.9% | +62.1% | -27.2% | +7.9% |
| All | +134.0% | +331.3% | -197.3% | +23.3% |
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