+13.9%
IEMG vs WWD
+27.2%
-13.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.4% |
| 7D | -3.1% | +7.3% | -10.4% | -4.9% |
| 30D | -10.3% | -2.0% | -8.4% | -9.9% |
| 3M | -6.6% | -12.6% | +6.0% | -3.6% |
| 6M | -3.9% | -8.4% | +4.6% | -2.2% |
| YTD | +12.4% | +8.2% | +4.1% | +13.0% |
| 1Y | +13.9% | +26.5% | -12.6% | +13.0% |
| All | +13.9% | +27.2% | -13.3% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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