+848.8%
IWF vs EMB
+126.5%
+722.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.3% |
| 7D | +5.3% | -0.7% | +6.0% | +5.9% |
| 30D | -8.6% | +0.5% | -9.1% | -9.0% |
| 3M | -6.5% | -2.5% | -4.1% | -4.7% |
| 6M | -5.6% | -2.0% | -3.6% | -4.0% |
| YTD | -1.5% | -0.9% | -0.7% | -0.6% |
| 1Y | -2.8% | -0.3% | -2.5% | -2.3% |
| 3Y | +67.1% | +29.2% | +38.0% | +39.0% |
| 5Y | +57.6% | +7.4% | +50.2% | +48.9% |
| 10Y | +390.4% | +35.8% | +354.6% | +313.5% |
| All | +848.8% | +126.5% | +722.3% | +587.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling