+301.5%
EMR vs IWD
+212.1%
+89.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +1.8% |
| 7D | +2.1% | +1.3% | +0.9% | +0.6% |
| 30D | +4.8% | +3.6% | +1.2% | +0.2% |
| 3M | +7.5% | +2.3% | +5.1% | +4.4% |
| 6M | +20.9% | +13.0% | +7.8% | +3.5% |
| YTD | +29.2% | +26.2% | +3.0% | -3.0% |
| 1Y | +33.0% | +30.5% | +2.5% | -4.2% |
| 3Y | +109.8% | +86.2% | +23.5% | -1.5% |
| 5Y | +91.9% | +72.9% | +19.1% | -1.1% |
| 10Y | +301.5% | +205.0% | +96.5% | -2.8% |
| All | +301.5% | +212.1% | +89.4% | -2.8% |
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