-7.2%
IEMG vs WM
+14.9%
-22.1%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -2.9% | -0.6% |
| 7D | +5.3% | +1.2% | +4.1% | +5.9% |
| 30D | -7.2% | +15.2% | -22.4% | -0.2% |
| All | -7.2% | +14.9% | -22.1% | -0.2% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling