+114.1%
EEM vs IWD
+203.8%
-89.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.9% | +1.6% | -2.4% | -2.1% |
| 30D | -9.3% | +3.6% | -12.9% | -11.9% |
| 3M | -7.1% | +2.0% | -9.1% | -8.6% |
| 6M | -10.4% | +13.1% | -23.4% | -18.9% |
| YTD | +11.3% | +26.2% | -14.9% | -7.7% |
| 1Y | +11.3% | +29.6% | -18.3% | -9.7% |
| 3Y | +69.6% | +84.3% | -14.7% | +2.8% |
| 5Y | +33.6% | +73.4% | -39.8% | -15.3% |
| 10Y | +114.1% | +202.4% | -88.3% | -17.3% |
| All | +114.1% | +203.8% | -89.7% | -17.3% |
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