+263.6%
EMR vs IWF
+418.7%
-155.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.5% |
| 7D | -1.2% | -1.7% | +0.5% | +0.2% |
| 30D | -9.4% | -1.8% | -7.6% | -8.0% |
| 3M | +8.6% | +1.5% | +7.1% | +7.0% |
| 6M | +6.7% | +7.7% | -1.0% | +0.3% |
| YTD | +13.1% | +2.7% | +10.3% | +10.5% |
| 1Y | +12.7% | +6.8% | +6.0% | +6.7% |
| 3Y | +58.1% | +76.9% | -18.8% | -1.0% |
| 5Y | +63.6% | +73.4% | -9.7% | +1.9% |
| All | +263.6% | +418.7% | -155.0% | -20.9% |
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