+113.2%
WDC vs IEMG
+13.6%
+99.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.9% | -7.7% | -8.6% |
| 7D | -18.3% | -3.1% | -15.2% | -13.0% |
| 30D | -26.7% | -10.3% | -16.3% | -8.3% |
| 3M | -40.9% | -6.6% | -34.3% | -32.1% |
| 6M | -26.8% | -3.9% | -22.9% | -18.5% |
| YTD | +88.2% | +12.4% | +75.8% | +29.6% |
| 1Y | +113.2% | +13.9% | +99.3% | +40.7% |
| All | +113.2% | +13.6% | +99.6% | +40.7% |
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