+62.3%
IEMG vs WM
+47.1%
+15.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +1.8% |
| 7D | -2.8% | +1.2% | -4.0% | -2.6% |
| 30D | -12.0% | +13.1% | -25.1% | -10.3% |
| 3M | -9.0% | +3.6% | -12.6% | -8.3% |
| 6M | -11.8% | +8.1% | -19.9% | -10.8% |
| YTD | +8.3% | +8.9% | -0.6% | +9.2% |
| 1Y | +9.6% | +20.3% | -10.7% | +9.9% |
| 3Y | +62.3% | +46.2% | +16.1% | +63.2% |
| All | +62.3% | +47.1% | +15.2% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling