+455.6%
WMT vs IEMG
+137.7%
+317.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.4% |
| 7D | -2.5% | -0.9% | -1.6% | -2.3% |
| 30D | -6.4% | +2.1% | -8.5% | -7.0% |
| 3M | -12.1% | +4.6% | -16.7% | -13.6% |
| 6M | -15.0% | +14.0% | -29.0% | -18.9% |
| YTD | -4.5% | +22.3% | -26.8% | -10.8% |
| 1Y | +6.2% | +30.7% | -24.5% | -3.0% |
| 3Y | +99.9% | +83.2% | +16.7% | +63.8% |
| 5Y | +131.4% | +47.0% | +84.5% | +101.3% |
| 10Y | +433.2% | +139.9% | +293.3% | +288.2% |
| All | +455.6% | +137.7% | +317.9% | +292.1% |
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