+1,041.8%
EMR vs IWF
+679.4%
+362.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | +2.7% | +5.3% | -2.6% | -2.1% |
| 30D | +2.1% | -8.6% | +10.7% | +10.5% |
| 3M | +2.3% | -6.5% | +8.8% | +8.5% |
| 6M | +22.5% | -5.6% | +28.1% | +28.5% |
| YTD | +27.2% | -1.5% | +28.7% | +28.4% |
| 1Y | +28.0% | -2.8% | +30.8% | +30.9% |
| 3Y | +103.4% | +67.1% | +36.3% | +25.7% |
| 5Y | +88.2% | +57.6% | +30.5% | +18.7% |
| 10Y | +280.3% | +390.4% | -110.0% | -21.7% |
| All | +1,041.8% | +679.4% | +362.5% | +11.5% |
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