+142.3%
IEMG vs WTW
+372.7%
-230.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.2% |
| 3M | +1.4% | +21.5% | -20.0% | -5.5% |
| 6M | +15.2% | +9.6% | +5.5% | +10.3% |
| YTD | +23.8% | -3.3% | +27.1% | +23.1% |
| 1Y | +30.7% | -6.1% | +36.8% | +31.0% |
| 3Y | +83.3% | +61.8% | +21.4% | +45.2% |
| 5Y | +48.8% | +42.7% | +6.1% | +22.0% |
| 10Y | +142.8% | +197.2% | -54.5% | +35.5% |
| All | +142.3% | +372.7% | -230.4% | +10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling