+45.0%
EEM vs ITW
+36.9%
+8.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +0.8% |
| 7D | -1.3% | -0.7% | -0.5% | -1.0% |
| 30D | +2.1% | -8.3% | +10.4% | +5.4% |
| 3M | +1.0% | +6.0% | -5.0% | -1.7% |
| 6M | +15.9% | 0.0% | +15.9% | +15.3% |
| YTD | +24.6% | +10.2% | +14.4% | +19.2% |
| 1Y | +32.3% | +3.2% | +29.1% | +29.5% |
| 3Y | +85.9% | +21.0% | +64.9% | +68.6% |
| All | +45.0% | +36.9% | +8.1% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling