+131.7%
EMB vs IWD
+388.7%
-256.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | -0.3% | +0.6% | -0.9% | -0.4% |
| 3M | -0.4% | +7.2% | -7.6% | -1.9% |
| 6M | +0.1% | +16.2% | -16.1% | -3.0% |
| YTD | +1.6% | +23.3% | -21.7% | -2.8% |
| 1Y | +5.6% | +29.6% | -24.0% | 0.0% |
| 3Y | +29.8% | +70.5% | -40.6% | +15.9% |
| 5Y | +7.3% | +73.5% | -66.2% | -4.8% |
| 10Y | +30.4% | +198.3% | -167.9% | +4.6% |
| All | +131.7% | +388.7% | -256.9% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling