+125.6%
EEM vs IWD
+195.2%
-69.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.9% |
| 7D | +3.1% | -0.2% | +3.2% | +3.2% |
| 30D | +4.9% | -0.8% | +5.6% | +5.5% |
| 3M | +5.2% | +8.0% | -2.8% | -1.4% |
| 6M | +20.7% | +18.2% | +2.5% | +5.4% |
| YTD | +26.5% | +22.3% | +4.1% | +7.5% |
| 1Y | +37.8% | +28.9% | +9.0% | +12.3% |
| 3Y | +91.0% | +71.5% | +19.4% | +22.5% |
| 5Y | +47.0% | +73.6% | -26.6% | -7.1% |
| 10Y | +125.6% | +194.7% | -69.1% | -12.5% |
| All | +125.6% | +195.2% | -69.6% | -12.5% |
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