+280.6%
EMR vs IWD
+205.2%
+75.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.9% |
| 7D | -2.0% | -0.6% | -1.4% | -1.2% |
| 30D | +2.8% | +3.6% | -0.8% | -1.7% |
| 3M | +2.0% | +2.7% | -0.7% | -1.3% |
| 6M | +20.7% | +13.2% | +7.5% | +3.2% |
| YTD | +27.3% | +26.8% | +0.5% | -5.0% |
| 1Y | +31.0% | +29.3% | +1.7% | -4.5% |
| 3Y | +103.6% | +85.1% | +18.5% | -3.7% |
| 5Y | +88.6% | +74.2% | +14.4% | -3.7% |
| 10Y | +280.6% | +204.6% | +76.0% | -4.3% |
| All | +280.6% | +205.2% | +75.4% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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