+16.6%
EMR vs IWF
+10.9%
+5.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.8% |
| 7D | -1.5% | +0.5% | -2.1% | -2.0% |
| 30D | -5.6% | -0.4% | -5.2% | -5.3% |
| 3M | +7.9% | -2.6% | +10.5% | +10.8% |
| 6M | +6.0% | +9.1% | -3.1% | -3.6% |
| YTD | +16.4% | +4.5% | +12.0% | +9.4% |
| 1Y | +16.6% | +10.1% | +6.5% | +4.1% |
| All | +16.6% | +10.9% | +5.7% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling