+1,010.6%
EMR vs IWD
+728.9%
+281.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.2% |
| 7D | -1.6% | -0.5% | -1.1% | -1.0% |
| 30D | +2.0% | +2.7% | -0.7% | -1.0% |
| 3M | +3.8% | +0.9% | +2.9% | +2.8% |
| 6M | +10.5% | +10.5% | 0.0% | -1.0% |
| YTD | +23.7% | +23.7% | 0.0% | -1.7% |
| 1Y | +25.4% | +28.7% | -3.3% | -4.6% |
| 3Y | +86.6% | +79.7% | +6.9% | -0.6% |
| 5Y | +83.0% | +69.7% | +13.3% | +4.4% |
| 10Y | +319.5% | +211.4% | +108.1% | +29.3% |
| All | +1,010.6% | +728.9% | +281.6% | +25.0% |
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