+38.2%
IWM vs IEMG
+45.7%
-7.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | +0.5% |
| 7D | -2.5% | -0.9% | -1.7% | -1.9% |
| 30D | -4.4% | +2.1% | -6.5% | -6.0% |
| 3M | +2.2% | +4.6% | -2.4% | -2.1% |
| 6M | +14.0% | +14.0% | 0.0% | +0.8% |
| YTD | +17.4% | +22.3% | -5.0% | -2.7% |
| 1Y | +22.9% | +30.7% | -7.7% | -3.8% |
| 3Y | +62.1% | +83.2% | -21.1% | -6.3% |
| 5Y | +38.2% | +47.0% | -8.8% | -3.9% |
| All | +38.2% | +45.7% | -7.6% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 5y: compounded portfolio wealth divided by compounded IEMG 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…
5y analysis · Full analysis span regression · 6 months rolling