+49.9%
IEMG vs IWD
+72.9%
-23.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.1% |
| 7D | +1.6% | -1.2% | +2.8% | +2.6% |
| 30D | +4.6% | -1.6% | +6.3% | +6.0% |
| 3M | +4.8% | +7.0% | -2.2% | -0.9% |
| 6M | +16.8% | +17.0% | -0.1% | +3.2% |
| YTD | +24.8% | +21.6% | +3.2% | +7.2% |
| 1Y | +34.3% | +28.0% | +6.3% | +10.9% |
| 3Y | +87.0% | +70.6% | +16.4% | +23.1% |
| 5Y | +49.9% | +73.3% | -23.4% | -2.1% |
| All | +49.9% | +72.9% | -23.0% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling