+851.2%
EEM vs ITW
+1,340.7%
-489.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.7% |
| 7D | +2.0% | -1.9% | +3.9% | +3.3% |
| 30D | +5.1% | -10.4% | +15.4% | +13.1% |
| 3M | +4.6% | +3.5% | +1.1% | +1.4% |
| 6M | +17.8% | -3.4% | +21.1% | +19.4% |
| YTD | +25.8% | +8.5% | +17.3% | +17.3% |
| 1Y | +36.4% | +3.2% | +33.2% | +30.9% |
| 3Y | +90.0% | +18.9% | +71.1% | +61.3% |
| 5Y | +46.6% | +35.0% | +11.5% | +9.3% |
| 10Y | +132.3% | +188.6% | -56.4% | -15.1% |
| All | +851.2% | +1,340.7% | -489.4% | -0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling