+145.0%
WFC vs IEMG
+145.8%
-0.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.1% |
| 7D | +0.4% | -1.3% | +1.6% | +1.2% |
| 30D | +1.5% | +1.9% | -0.4% | 0.0% |
| 3M | +10.2% | +1.4% | +8.8% | +7.9% |
| 6M | +18.8% | +15.2% | +3.6% | +3.9% |
| YTD | -1.5% | +23.8% | -25.3% | -19.0% |
| 1Y | +13.5% | +30.7% | -17.1% | -10.7% |
| 3Y | +135.0% | +83.3% | +51.7% | +38.3% |
| 5Y | +130.1% | +48.8% | +81.3% | +60.7% |
| All | +145.0% | +145.8% | -0.8% | +27.0% |
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 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