+62.7%
EMR vs IWD
+73.6%
-10.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.6% |
| 7D | -1.5% | -0.3% | -1.2% | -1.2% |
| 30D | -5.6% | +0.6% | -6.2% | -6.4% |
| 3M | +7.9% | +7.2% | +0.7% | -1.5% |
| 6M | +6.0% | +16.2% | -10.2% | -12.5% |
| YTD | +16.4% | +23.3% | -6.9% | -10.5% |
| 1Y | +16.6% | +29.6% | -12.9% | -15.6% |
| 3Y | +62.9% | +70.5% | -7.6% | -13.3% |
| All | +62.7% | +73.6% | -10.9% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling