+29.7%
EMB vs IWD
+195.2%
-165.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | -0.5% | -0.8% | +0.3% | -0.2% |
| 3M | +0.3% | +8.0% | -7.7% | -2.2% |
| 6M | +1.2% | +18.2% | -17.0% | -4.3% |
| YTD | +1.5% | +22.3% | -20.9% | -5.2% |
| 1Y | +4.8% | +28.9% | -24.1% | -3.8% |
| 3Y | +30.4% | +71.5% | -41.2% | +8.3% |
| 5Y | +7.3% | +73.6% | -66.3% | -11.7% |
| 10Y | +29.7% | +194.7% | -165.0% | -8.4% |
| All | +29.7% | +195.2% | -165.4% | -8.4% |
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