+367.1%
IWM vs EMB
+127.1%
+240.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.0% | -0.1% | -1.9% | -1.9% |
| 30D | -1.5% | +1.3% | -2.8% | -2.5% |
| 3M | -8.0% | -2.2% | -5.8% | -6.1% |
| 6M | -4.1% | -2.3% | -1.8% | -1.9% |
| YTD | +11.9% | -0.6% | +12.6% | +12.9% |
| 1Y | +15.0% | +0.5% | +14.5% | +15.0% |
| 3Y | +64.2% | +29.4% | +34.8% | +33.7% |
| 5Y | +20.4% | +6.5% | +13.9% | +14.2% |
| 10Y | +168.0% | +29.8% | +138.2% | +126.3% |
| All | +367.1% | +127.1% | +240.0% | +194.0% |
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