+48.3%
IEMG vs WTW
+42.0%
+6.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | -1.3% | -5.7% | +4.4% | -0.5% |
| 30D | +1.9% | -7.3% | +9.2% | +2.9% |
| 3M | +1.4% | +21.5% | -20.0% | -1.6% |
| 6M | +15.2% | +9.6% | +5.5% | +13.4% |
| YTD | +23.8% | -3.3% | +27.1% | +24.8% |
| 1Y | +30.7% | -6.1% | +36.8% | +32.5% |
| 3Y | +83.3% | +61.8% | +21.4% | +55.7% |
| All | +48.3% | +42.0% | +6.3% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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