+13.9%
IEMG vs WSM
+44.0%
-30.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.5% | -5.6% | -0.7% |
| 7D | -3.1% | +8.0% | -11.1% | -5.0% |
| 30D | -10.3% | +13.5% | -23.8% | -13.4% |
| 3M | -6.6% | +8.8% | -15.5% | -8.8% |
| 6M | -3.9% | +54.7% | -58.6% | -16.0% |
| YTD | +12.4% | +53.3% | -40.9% | -1.4% |
| 1Y | +13.9% | +41.1% | -27.2% | +0.5% |
| All | +13.9% | +44.0% | -30.1% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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