+280.4%
EMR vs IWF
+383.8%
-103.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.9% |
| 7D | +2.8% | +2.8% | 0.0% | +0.5% |
| 30D | +3.7% | -7.5% | +11.2% | +10.3% |
| 3M | +2.0% | -8.5% | +10.5% | +9.5% |
| 6M | +22.1% | -7.4% | +29.5% | +29.5% |
| YTD | +27.2% | -2.6% | +29.9% | +29.6% |
| 1Y | +32.0% | -1.8% | +33.9% | +33.6% |
| 3Y | +103.3% | +65.5% | +37.8% | +34.5% |
| 5Y | +88.2% | +55.8% | +32.4% | +28.5% |
| All | +280.4% | +383.8% | -103.4% | -9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling