+906.9%
IWF vs EMB
+132.1%
+774.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -0.4% | -0.3% | -0.1% | -0.1% |
| 3M | -2.6% | -0.4% | -2.2% | -2.2% |
| 6M | +9.1% | +0.1% | +9.0% | +9.2% |
| YTD | +4.5% | +1.6% | +2.9% | +3.4% |
| 1Y | +10.1% | +5.6% | +4.5% | +5.8% |
| 3Y | +77.6% | +29.8% | +47.8% | +47.0% |
| 5Y | +73.7% | +7.3% | +66.4% | +63.8% |
| 10Y | +411.5% | +30.4% | +381.1% | +335.4% |
| All | +906.9% | +132.1% | +774.8% | +616.0% |
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