+29.8%
EEM vs IWD
+68.9%
-39.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.5% |
| 7D | -2.8% | -0.5% | -2.3% | -2.4% |
| 30D | -11.9% | +2.7% | -14.6% | -13.8% |
| 3M | -8.8% | +0.9% | -9.6% | -9.4% |
| 6M | -11.6% | +10.5% | -22.2% | -18.6% |
| YTD | +9.0% | +23.7% | -14.7% | -7.9% |
| 1Y | +10.6% | +28.7% | -18.2% | -9.5% |
| 3Y | +64.4% | +79.7% | -15.4% | +3.1% |
| All | +29.8% | +68.9% | -39.0% | -14.8% |
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