+403.9%
IWM vs EMB
+132.1%
+271.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -1.3% | -0.3% | -1.0% | -1.0% |
| 3M | +1.6% | -0.4% | +2.0% | +2.1% |
| 6M | +13.6% | +0.1% | +13.4% | +13.7% |
| YTD | +20.8% | +1.6% | +19.2% | +19.4% |
| 1Y | +26.4% | +5.6% | +20.8% | +20.9% |
| 3Y | +60.7% | +29.8% | +30.9% | +30.3% |
| 5Y | +38.2% | +7.3% | +30.9% | +29.9% |
| 10Y | +169.5% | +30.4% | +139.0% | +125.2% |
| All | +403.9% | +132.1% | +271.7% | +211.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling