-7.1%
WBD vs IEMG
+140.6%
-147.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.4% |
| 7D | -0.7% | -1.3% | +0.5% | +0.1% |
| 30D | +1.4% | +1.9% | -0.5% | -0.2% |
| 3M | +4.4% | +1.4% | +3.0% | +2.1% |
| 6M | +0.8% | +15.2% | -14.3% | -11.6% |
| YTD | -2.7% | +23.8% | -26.5% | -19.9% |
| 1Y | +73.4% | +30.7% | +42.8% | +36.4% |
| 3Y | +142.1% | +83.3% | +58.9% | +49.2% |
| 5Y | +7.2% | +48.8% | -41.5% | -23.1% |
| 10Y | +14.2% | +142.8% | -128.6% | -42.6% |
| All | -7.1% | +140.6% | -147.6% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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