+83.3%
IEMG vs WPM
+267.3%
-184.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.7% |
| 7D | -1.3% | -0.6% | -0.7% | -1.2% |
| 30D | +1.9% | +14.4% | -12.5% | -1.5% |
| 3M | +1.4% | +37.0% | -35.6% | -6.3% |
| 6M | +15.2% | +4.1% | +11.0% | +12.2% |
| YTD | +23.8% | +31.7% | -7.9% | +15.2% |
| 1Y | +30.7% | +44.2% | -13.5% | +19.0% |
| 3Y | +83.3% | +265.5% | -182.2% | +35.9% |
| All | +83.3% | +267.3% | -184.0% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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