+2,250.9%
WDC vs IEMG
+142.6%
+2,108.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.7% |
| 7D | +7.5% | +1.6% | +5.9% | +5.4% |
| 30D | +10.1% | +4.6% | +5.4% | +4.4% |
| 3M | -6.8% | +4.8% | -11.7% | -9.4% |
| 6M | +84.1% | +16.8% | +67.3% | +59.5% |
| YTD | +180.3% | +24.8% | +155.4% | +128.3% |
| 1Y | +411.1% | +34.3% | +376.8% | +286.9% |
| 3Y | +1,375.0% | +87.0% | +1,288.0% | +681.2% |
| 5Y | +991.6% | +49.9% | +941.6% | +645.0% |
| 10Y | +1,309.1% | +144.8% | +1,164.3% | +516.4% |
| All | +2,250.9% | +142.6% | +2,108.3% | +842.1% |
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