+1,285.8%
WDC vs IEMG
+83.7%
+1,202.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -5.0% |
| 7D | -4.3% | -1.3% | -3.0% | -2.2% |
| 30D | -1.5% | +1.9% | -3.4% | -4.4% |
| 3M | -15.5% | +1.4% | -16.9% | -15.2% |
| 6M | +66.5% | +15.2% | +51.3% | +38.9% |
| YTD | +159.9% | +23.8% | +136.0% | +98.7% |
| 1Y | +366.0% | +30.7% | +335.3% | +235.3% |
| 3Y | +1,285.8% | +83.3% | +1,202.5% | +556.9% |
| All | +1,285.8% | +83.7% | +1,202.2% | +556.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling