+166.9%
IWM vs EMB
+29.2%
+137.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.3% |
| 7D | +1.4% | +0.3% | +1.1% | +1.0% |
| 30D | -2.3% | -0.5% | -1.8% | -1.7% |
| 3M | +4.0% | +0.3% | +3.6% | +3.6% |
| 6M | +17.9% | +1.2% | +16.8% | +16.5% |
| YTD | +20.2% | +1.5% | +18.7% | +18.3% |
| 1Y | +25.0% | +4.8% | +20.2% | +18.1% |
| 3Y | +66.0% | +30.4% | +35.6% | +20.7% |
| 5Y | +40.0% | +7.3% | +32.8% | +30.6% |
| 10Y | +166.9% | +29.7% | +137.1% | +117.6% |
| All | +166.9% | +29.2% | +137.6% | +117.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling