+140.8%
IEMG vs WY
+7.6%
+133.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -1.3% | -4.2% | +2.9% | +0.1% |
| 30D | +1.9% | -10.1% | +12.0% | +5.4% |
| 3M | +1.4% | -8.5% | +9.9% | +3.8% |
| 6M | +15.2% | -3.3% | +18.5% | +15.7% |
| YTD | +23.8% | -4.4% | +28.2% | +24.3% |
| 1Y | +30.7% | -11.5% | +42.1% | +34.3% |
| 3Y | +83.3% | -24.3% | +107.6% | +95.1% |
| 5Y | +48.8% | -21.3% | +70.1% | +53.6% |
| All | +140.8% | +7.6% | +133.2% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling