+83.6%
EEM vs IWF
+75.5%
+8.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -1.5% |
| 7D | -0.7% | -1.7% | +1.0% | +0.4% |
| 30D | +2.4% | -1.8% | +4.2% | +3.7% |
| 3M | +4.2% | +1.5% | +2.7% | +3.4% |
| 6M | +14.8% | +7.7% | +7.1% | +10.3% |
| YTD | +23.1% | +2.7% | +20.4% | +21.4% |
| 1Y | +32.5% | +6.8% | +25.8% | +28.0% |
| All | +83.6% | +75.5% | +8.1% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling