+47.0%
IEMG vs WMB
+270.0%
-223.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.3% |
| 7D | -0.9% | -1.7% | +0.8% | -0.5% |
| 30D | +2.1% | +0.7% | +1.4% | +1.8% |
| 3M | +4.6% | +1.5% | +3.1% | +3.9% |
| 6M | +14.0% | +0.1% | +14.0% | +13.4% |
| YTD | +22.3% | +22.9% | -0.6% | +15.5% |
| 1Y | +30.7% | +27.9% | +2.8% | +21.8% |
| 3Y | +83.2% | +139.1% | -55.9% | +41.2% |
| 5Y | +47.0% | +270.9% | -223.9% | +1.3% |
| All | +47.0% | +270.0% | -223.0% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling