+117.6%
IEMG vs IWD
+394.8%
-277.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.6% |
| 7D | +2.7% | +2.3% | +0.4% | +0.7% |
| 30D | -5.7% | +3.6% | -9.3% | -8.5% |
| 3M | -8.8% | +2.2% | -10.9% | -10.5% |
| 6M | -8.9% | +13.0% | -21.9% | -18.0% |
| YTD | +11.2% | +26.5% | -15.3% | -8.9% |
| 1Y | +12.2% | +30.1% | -17.9% | -10.3% |
| 3Y | +68.5% | +84.9% | -16.3% | -1.2% |
| 5Y | +34.3% | +73.4% | -39.0% | -17.3% |
| 10Y | +131.1% | +204.0% | -72.9% | -18.5% |
| All | +117.6% | +394.8% | -277.2% | -51.8% |
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