+139.4%
IEMG vs WSM
+1,218.3%
-1,079.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.7% |
| 7D | -0.9% | +0.4% | -1.3% | -0.9% |
| 30D | +2.1% | -10.7% | +12.8% | +4.2% |
| 3M | +4.6% | +8.5% | -3.9% | +2.8% |
| 6M | +14.0% | +19.6% | -5.6% | +10.0% |
| YTD | +22.3% | +26.6% | -4.3% | +16.6% |
| 1Y | +30.7% | +12.0% | +18.7% | +27.1% |
| 3Y | +83.2% | +226.6% | -143.4% | +40.0% |
| 5Y | +47.0% | +174.1% | -127.2% | +12.3% |
| 10Y | +139.9% | +1,052.9% | -913.1% | +24.8% |
| All | +139.4% | +1,218.3% | -1,079.0% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling