+91.0%
EEM vs IWD
+73.3%
+17.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.4% |
| 7D | +2.3% | -0.3% | +2.6% | +2.6% |
| 30D | +4.5% | +0.6% | +3.9% | +3.9% |
| 3M | -0.1% | +7.2% | -7.3% | -6.2% |
| 6M | +16.9% | +16.2% | +0.7% | +2.6% |
| YTD | +26.2% | +23.3% | +2.9% | +5.9% |
| 1Y | +40.5% | +29.6% | +10.9% | +13.5% |
| All | +91.0% | +73.3% | +17.7% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling