+128.5%
EEM vs ITW
+194.8%
-66.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +0.8% |
| 7D | -1.3% | -0.7% | -0.5% | -0.9% |
| 30D | +2.1% | -8.3% | +10.4% | +6.0% |
| 3M | +1.0% | +6.0% | -5.0% | -2.0% |
| 6M | +15.9% | 0.0% | +15.9% | +15.3% |
| YTD | +24.6% | +10.2% | +14.4% | +18.4% |
| 1Y | +32.3% | +3.2% | +29.1% | +29.1% |
| 3Y | +85.9% | +21.0% | +64.9% | +66.6% |
| 5Y | +45.4% | +37.9% | +7.4% | +20.1% |
| All | +128.5% | +194.8% | -66.3% | +36.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling