+145.6%
IEMG vs WMB
+353.0%
-207.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.4% |
| 7D | +2.8% | +0.8% | +2.0% | +2.6% |
| 30D | +4.6% | +7.7% | -3.1% | +3.0% |
| 3M | +5.5% | +6.7% | -1.2% | +3.9% |
| 6M | +19.7% | +3.6% | +16.1% | +18.3% |
| YTD | +25.5% | +28.0% | -2.5% | +18.8% |
| 1Y | +35.5% | +37.6% | -2.1% | +26.1% |
| 3Y | +88.0% | +149.0% | -61.1% | +53.6% |
| 5Y | +50.6% | +285.3% | -234.7% | +11.9% |
| 10Y | +138.4% | +302.1% | -163.7% | +66.2% |
| All | +145.6% | +353.0% | -207.5% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling