+12.2%
IEMG vs WMB
+17.3%
-5.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | +2.7% | +7.8% | -5.1% | +1.9% |
| 30D | -5.7% | -5.1% | -0.6% | -5.6% |
| 3M | -8.8% | -4.7% | -4.1% | -8.7% |
| 6M | -8.9% | -7.4% | -1.5% | -9.0% |
| YTD | +11.2% | +17.5% | -6.3% | +8.6% |
| 1Y | +12.2% | +19.5% | -7.3% | +9.5% |
| All | +12.2% | +17.3% | -5.1% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling