+48.3%
IEMG vs WWD
+184.1%
-135.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.1% | +0.9% |
| 7D | -1.3% | -2.6% | +1.3% | -0.7% |
| 30D | +1.9% | -6.9% | +8.8% | +3.6% |
| 3M | +1.4% | -13.0% | +14.5% | +4.5% |
| 6M | +15.2% | -12.5% | +27.6% | +18.1% |
| YTD | +23.8% | +11.8% | +12.0% | +20.0% |
| 1Y | +30.7% | +41.1% | -10.4% | +19.6% |
| 3Y | +83.3% | +163.1% | -79.8% | +41.2% |
| All | +48.3% | +184.1% | -135.8% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling