+143.5%
IWM vs EEM
+121.0%
+22.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | 0.0% |
| 7D | +1.4% | +2.7% | -1.3% | -0.6% |
| 30D | +2.3% | -5.4% | +7.7% | +6.5% |
| 3M | -8.3% | -8.6% | +0.3% | -2.2% |
| 6M | -1.3% | -8.9% | +7.6% | +4.4% |
| YTD | +13.5% | +11.9% | +1.6% | +1.1% |
| 1Y | +18.4% | +13.1% | +5.3% | +4.6% |
| 3Y | +69.6% | +70.7% | -1.0% | +6.7% |
| 5Y | +23.3% | +31.8% | -8.5% | -4.9% |
| All | +143.5% | +121.0% | +22.5% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 10y: compounded portfolio wealth divided by compounded EEM 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…
10y analysis · Full analysis span regression · 6 months rolling