+32.2%
EEM vs IWF
+55.4%
-23.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | +0.3% |
| 7D | +2.7% | +2.8% | -0.1% | +0.9% |
| 30D | -5.4% | -7.5% | +2.2% | -0.7% |
| 3M | -8.6% | -8.5% | -0.1% | -3.4% |
| 6M | -8.9% | -7.4% | -1.5% | -4.1% |
| YTD | +11.9% | -2.6% | +14.6% | +14.5% |
| 1Y | +13.1% | -1.8% | +14.9% | +15.1% |
| 3Y | +70.7% | +65.5% | +5.2% | +28.8% |
| All | +32.2% | +55.4% | -23.2% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling