+135.9%
WMT vs IEMG
+48.5%
+87.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.2% |
| 7D | 0.0% | -1.3% | +1.3% | +0.2% |
| 30D | -7.4% | +1.9% | -9.3% | -7.7% |
| 3M | -10.9% | +1.4% | -12.3% | -11.2% |
| 6M | -12.7% | +15.2% | -27.8% | -15.5% |
| YTD | -3.2% | +23.8% | -27.0% | -7.8% |
| 1Y | +5.3% | +30.7% | -25.4% | -1.0% |
| 3Y | +101.9% | +83.3% | +18.6% | +74.6% |
| All | +135.9% | +48.5% | +87.4% | +108.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling