+1,042.2%
EMR vs IWF
+670.6%
+371.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +1.1% |
| 7D | +2.8% | +2.8% | 0.0% | +0.3% |
| 30D | +3.7% | -7.5% | +11.2% | +11.1% |
| 3M | +2.0% | -8.5% | +10.5% | +10.3% |
| 6M | +22.1% | -7.4% | +29.5% | +30.3% |
| YTD | +27.2% | -2.6% | +29.9% | +29.8% |
| 1Y | +32.0% | -1.8% | +33.9% | +33.7% |
| 3Y | +103.3% | +65.5% | +37.8% | +26.8% |
| 5Y | +88.2% | +55.8% | +32.4% | +19.9% |
| 10Y | +280.4% | +384.9% | -104.4% | -20.9% |
| All | +1,042.2% | +670.6% | +371.5% | +12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling