+1,188.5%
WDC vs IEMG
+145.8%
+1,042.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -4.6% |
| 7D | -4.3% | -1.3% | -3.0% | -2.6% |
| 30D | -1.5% | +1.9% | -3.4% | -3.8% |
| 3M | -15.5% | +1.4% | -16.9% | -14.8% |
| 6M | +66.5% | +15.2% | +51.3% | +44.3% |
| YTD | +159.9% | +23.8% | +136.0% | +108.8% |
| 1Y | +366.0% | +30.7% | +335.3% | +253.8% |
| 3Y | +1,285.8% | +83.3% | +1,202.5% | +601.8% |
| 5Y | +925.6% | +48.8% | +876.8% | +576.1% |
| All | +1,188.5% | +145.8% | +1,042.7% | +443.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling