+128.5%
EEM vs IWF
+422.7%
-294.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.7% |
| 7D | -1.3% | -0.9% | -0.3% | -0.6% |
| 30D | +2.1% | -1.7% | +3.8% | +3.3% |
| 3M | +1.0% | +0.7% | +0.4% | +0.7% |
| 6M | +15.9% | +8.6% | +7.4% | +10.0% |
| YTD | +24.6% | +3.5% | +21.1% | +22.2% |
| 1Y | +32.3% | +7.0% | +25.2% | +26.7% |
| 3Y | +85.9% | +76.3% | +9.6% | +22.8% |
| 5Y | +45.4% | +74.8% | -29.4% | -5.0% |
| All | +128.5% | +422.7% | -294.2% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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