+56.8%
IWF vs EMB
+6.8%
+50.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.1% |
| 7D | -2.9% | +0.5% | -3.4% | -3.5% |
| 30D | -10.9% | +0.9% | -11.7% | -11.8% |
| 3M | -8.1% | -2.1% | -6.0% | -5.6% |
| 6M | -7.5% | -2.2% | -5.3% | -4.8% |
| YTD | -3.4% | -0.6% | -2.8% | -2.4% |
| 1Y | -5.0% | +0.2% | -5.2% | -4.9% |
| 3Y | +64.0% | +29.5% | +34.5% | +23.7% |
| 5Y | +56.8% | +8.0% | +48.8% | +48.5% |
| All | +56.8% | +6.8% | +50.0% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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