+7.0%
WMT vs IEMG
+38.7%
-31.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -1.0% |
| 7D | +3.9% | +2.2% | +1.7% | +4.2% |
| 30D | -4.4% | +4.6% | -9.0% | -4.0% |
| 3M | -8.8% | +0.4% | -9.2% | -8.3% |
| 6M | -15.6% | +16.4% | -32.0% | -16.6% |
| YTD | -3.2% | +25.4% | -28.7% | -3.3% |
| 1Y | +7.0% | +38.3% | -31.2% | +5.2% |
| All | +7.0% | +38.7% | -31.7% | +5.2% |
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