-24.7%
WULF vs IEMG
+48.5%
-73.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +1.2% |
| 7D | +1.4% | -1.3% | +2.7% | +4.3% |
| 30D | -2.6% | +1.9% | -4.5% | -5.6% |
| 3M | -34.0% | +1.4% | -35.4% | -35.2% |
| 6M | +10.0% | +15.2% | -5.2% | -15.6% |
| YTD | +45.7% | +23.8% | +21.9% | -2.0% |
| 1Y | +57.3% | +30.7% | +26.7% | -5.4% |
| 3Y | +878.9% | +83.3% | +795.7% | +212.7% |
| All | -24.7% | +48.5% | -73.3% | -64.0% |
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 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