+144.3%
IEMG vs WU
-22.2%
+166.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | +1.6% | -4.9% | +6.5% | +2.9% |
| 30D | +4.6% | -1.3% | +5.9% | +4.9% |
| 3M | +4.8% | -3.6% | +8.4% | +4.4% |
| 6M | +16.8% | -24.3% | +41.2% | +24.0% |
| YTD | +24.8% | -21.1% | +45.9% | +30.6% |
| 1Y | +34.3% | -10.3% | +44.6% | +34.7% |
| 3Y | +87.0% | -28.4% | +115.3% | +96.4% |
| 5Y | +49.9% | -51.2% | +101.1% | +73.4% |
| 10Y | +144.8% | -39.6% | +184.4% | +157.4% |
| All | +144.3% | -22.2% | +166.4% | +140.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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