+44.6%
EEM vs IWD
+73.6%
-29.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.4% |
| 7D | +2.3% | -0.3% | +2.6% | +2.5% |
| 30D | +4.5% | +0.6% | +3.9% | +4.0% |
| 3M | -0.1% | +7.2% | -7.3% | -5.7% |
| 6M | +16.9% | +16.2% | +0.7% | +3.6% |
| YTD | +26.2% | +23.3% | +2.9% | +6.9% |
| 1Y | +40.5% | +29.6% | +10.9% | +14.6% |
| 3Y | +86.2% | +70.5% | +15.7% | +22.0% |
| All | +44.6% | +73.6% | -29.0% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling