+116.5%
IEMG vs WM
+897.2%
-780.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -0.7% | +1.2% | -1.8% | -1.1% |
| 30D | -9.4% | +13.7% | -23.0% | -13.2% |
| 3M | -7.3% | +5.2% | -12.5% | -9.1% |
| 6M | -10.4% | +11.2% | -21.6% | -14.5% |
| YTD | +10.6% | +9.4% | +1.2% | +5.5% |
| 1Y | +10.5% | +20.4% | -9.9% | +1.5% |
| 3Y | +67.7% | +44.7% | +23.1% | +39.4% |
| 5Y | +36.2% | +58.5% | -22.3% | +6.7% |
| 10Y | +125.6% | +326.4% | -200.8% | +1.9% |
| All | +116.5% | +897.2% | -780.8% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling