+145.6%
IEMG vs IWF
+766.6%
-621.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +2.8% | +1.5% | +1.3% | +1.7% |
| 30D | +4.6% | -1.3% | +5.9% | +5.6% |
| 3M | +5.5% | +0.1% | +5.4% | +5.5% |
| 6M | +19.7% | +10.3% | +9.4% | +12.0% |
| YTD | +25.5% | +4.2% | +21.4% | +22.3% |
| 1Y | +35.5% | +9.3% | +26.2% | +27.4% |
| 3Y | +88.0% | +79.3% | +8.6% | +19.4% |
| 5Y | +50.6% | +73.8% | -23.2% | -4.0% |
| 10Y | +138.4% | +410.9% | -272.5% | -46.2% |
| All | +145.6% | +766.6% | -621.0% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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