+15.0%
EEM vs ITW
+24.0%
-9.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.3% |
| 7D | -3.0% | +6.3% | -9.3% | -4.3% |
| 30D | -10.3% | +11.1% | -21.4% | -12.6% |
| 3M | -6.6% | +0.1% | -6.7% | -6.4% |
| 6M | -3.4% | +18.1% | -21.4% | -9.0% |
| YTD | +13.2% | +21.4% | -8.2% | +7.6% |
| 1Y | +15.0% | +22.9% | -7.9% | +9.3% |
| All | +15.0% | +24.0% | -9.0% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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