+40.0%
IWM vs EEM
+45.8%
-5.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.6% |
| 7D | +1.4% | +3.1% | -1.7% | -0.8% |
| 30D | -2.3% | +4.9% | -7.1% | -5.7% |
| 3M | +4.0% | +5.2% | -1.3% | -0.8% |
| 6M | +17.9% | +20.7% | -2.8% | +0.1% |
| YTD | +20.2% | +26.5% | -6.3% | -2.2% |
| 1Y | +25.0% | +37.8% | -12.9% | -5.4% |
| 3Y | +66.0% | +91.0% | -25.0% | -5.1% |
| 5Y | +40.0% | +47.0% | -7.0% | -0.7% |
| All | +40.0% | +45.8% | -5.7% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling