+417.4%
WDC vs IEMG
+38.7%
+378.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.7% | +4.2% | +2.5% |
| 7D | +1.7% | +2.2% | -0.5% | -2.7% |
| 30D | -10.0% | +4.6% | -14.6% | -17.5% |
| 3M | -18.8% | +0.4% | -19.1% | -17.2% |
| 6M | +79.0% | +16.4% | +62.7% | +36.9% |
| YTD | +171.6% | +25.4% | +146.1% | +72.1% |
| 1Y | +417.4% | +38.3% | +379.1% | +169.0% |
| All | +417.4% | +38.7% | +378.6% | +169.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling