+171.7%
IWM vs EEM
+128.0%
+43.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.0% |
| 7D | -1.1% | +2.0% | -3.1% | -2.6% |
| 30D | -3.1% | +5.1% | -8.2% | -6.8% |
| 3M | +2.2% | +4.6% | -2.4% | -2.1% |
| 6M | +15.1% | +17.8% | -2.7% | -0.3% |
| YTD | +18.6% | +25.8% | -7.3% | -2.8% |
| 1Y | +24.0% | +36.4% | -12.4% | -4.7% |
| 3Y | +63.7% | +90.0% | -26.3% | -3.9% |
| 5Y | +38.2% | +46.6% | -8.4% | -1.0% |
| 10Y | +171.7% | +132.3% | +39.4% | +43.6% |
| All | +171.7% | +128.0% | +43.7% | +43.6% |
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