+267.8%
EMR vs IWD
+195.2%
+72.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.6% |
| 7D | +3.1% | -0.2% | +3.2% | +3.3% |
| 30D | -3.5% | -0.8% | -2.7% | -2.6% |
| 3M | +9.8% | +8.0% | +1.7% | -0.5% |
| 6M | +10.8% | +18.2% | -7.4% | -10.1% |
| YTD | +15.9% | +22.3% | -6.4% | -9.5% |
| 1Y | +16.4% | +28.9% | -12.5% | -14.8% |
| 3Y | +62.1% | +71.5% | -9.4% | -15.8% |
| 5Y | +62.9% | +73.6% | -10.7% | -16.6% |
| 10Y | +267.8% | +194.7% | +73.1% | -1.1% |
| All | +267.8% | +195.2% | +72.6% | -1.1% |
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