+144.3%
IWM vs EMB
+36.8%
+107.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -0.6% |
| 7D | +2.8% | -0.7% | +3.4% | +3.7% |
| 30D | +0.6% | +0.5% | +0.1% | 0.0% |
| 3M | -7.8% | -2.5% | -5.3% | -4.6% |
| 6M | -1.0% | -2.0% | +1.0% | +2.0% |
| YTD | +13.9% | -0.9% | +14.7% | +15.7% |
| 1Y | +15.4% | -0.3% | +15.8% | +16.5% |
| 3Y | +70.2% | +29.2% | +41.0% | +24.5% |
| 5Y | +23.7% | +7.4% | +16.2% | +15.4% |
| All | +144.3% | +36.8% | +107.6% | +91.5% |
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