+140.8%
IEMG vs WMB
+304.9%
-164.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.3% | -1.8% | +0.5% | -0.8% |
| 30D | +1.9% | -1.2% | +3.1% | +2.1% |
| 3M | +1.4% | +2.5% | -1.1% | +0.4% |
| 6M | +15.2% | -0.7% | +15.8% | +14.7% |
| YTD | +23.8% | +23.0% | +0.9% | +15.8% |
| 1Y | +30.7% | +26.7% | +4.0% | +20.8% |
| 3Y | +83.3% | +140.2% | -56.9% | +38.0% |
| 5Y | +48.8% | +271.1% | -222.3% | -3.1% |
| All | +140.8% | +304.9% | -164.1% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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