+36.9%
EMB vs IWD
+205.2%
-168.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -0.4% | -0.6% | +0.2% | -0.2% |
| 30D | +1.5% | +3.6% | -2.1% | +0.3% |
| 3M | -1.6% | +2.7% | -4.2% | -2.5% |
| 6M | -1.5% | +13.2% | -14.7% | -5.5% |
| YTD | -0.1% | +26.8% | -26.8% | -7.7% |
| 1Y | +0.5% | +29.3% | -28.7% | -7.8% |
| 3Y | +30.2% | +85.1% | -54.9% | +5.4% |
| 5Y | +8.6% | +74.2% | -65.6% | -10.9% |
| 10Y | +36.9% | +204.6% | -167.7% | -4.9% |
| All | +36.9% | +205.2% | -168.4% | -4.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling