+145.4%
IEMG vs IWD
+382.3%
-236.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.3% | +2.2% |
| 7D | +2.2% | -0.3% | +2.5% | +2.5% |
| 30D | +4.6% | +0.6% | +4.0% | +4.0% |
| 3M | +0.4% | +7.2% | -6.9% | -5.5% |
| 6M | +16.4% | +16.2% | +0.2% | +2.4% |
| YTD | +25.4% | +23.3% | +2.1% | +5.0% |
| 1Y | +38.3% | +29.6% | +8.7% | +11.0% |
| 3Y | +84.1% | +70.5% | +13.6% | +15.7% |
| 5Y | +49.0% | +73.5% | -24.5% | -8.5% |
| 10Y | +141.8% | +198.3% | -56.5% | -13.4% |
| All | +145.4% | +382.3% | -236.9% | -44.4% |
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 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