+945.4%
EMR vs IWD
+726.5%
+218.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.5% |
| 7D | -1.5% | -0.3% | -1.2% | -1.2% |
| 30D | -5.6% | +0.6% | -6.2% | -6.2% |
| 3M | +7.9% | +7.2% | +0.7% | -0.1% |
| 6M | +6.0% | +16.2% | -10.2% | -9.9% |
| YTD | +16.4% | +23.3% | -6.9% | -7.2% |
| 1Y | +16.6% | +29.6% | -12.9% | -11.9% |
| 3Y | +62.9% | +70.5% | -7.6% | -8.0% |
| 5Y | +60.1% | +73.5% | -13.4% | -10.9% |
| 10Y | +268.8% | +198.3% | +70.4% | +19.0% |
| All | +945.4% | +726.5% | +218.9% | +18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling