+15.4%
IWM vs EMB
-0.3%
+15.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | 0.0% |
| 7D | +2.8% | -0.7% | +3.4% | +4.2% |
| 30D | +0.6% | +0.5% | +0.1% | -0.3% |
| 3M | -7.8% | -2.5% | -5.3% | -2.5% |
| 6M | -1.0% | -2.0% | +1.0% | +3.7% |
| YTD | +13.9% | -0.9% | +14.7% | +16.5% |
| 1Y | +15.4% | -0.3% | +15.8% | +15.9% |
| All | +15.4% | -0.3% | +15.7% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling