+121.1%
EEM vs IWD
+203.0%
-81.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +2.7% | +2.3% | +0.4% | +0.8% |
| 30D | -5.4% | +3.6% | -9.0% | -8.1% |
| 3M | -8.6% | +2.2% | -10.8% | -10.2% |
| 6M | -8.9% | +13.0% | -21.8% | -17.5% |
| YTD | +11.9% | +26.5% | -14.6% | -7.3% |
| 1Y | +13.1% | +30.1% | -17.1% | -8.5% |
| 3Y | +70.7% | +84.9% | -14.2% | +3.2% |
| 5Y | +31.8% | +73.4% | -41.6% | -16.4% |
| All | +121.1% | +203.0% | -81.9% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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