+84.8%
IEMG vs WMB
+145.3%
-60.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +4.6% | +4.6% | 0.0% | +3.8% |
| 3M | +4.8% | +5.7% | -0.9% | +3.6% |
| 6M | +16.8% | +4.2% | +12.6% | +15.4% |
| YTD | +24.8% | +26.8% | -2.0% | +18.5% |
| 1Y | +34.3% | +34.7% | -0.4% | +25.6% |
| All | +84.8% | +145.3% | -60.6% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling