+928.4%
EMR vs IWF
+720.7%
+207.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | +0.9% | +0.5% | +0.4% | +0.4% |
| 30D | -5.0% | -1.4% | -3.6% | -3.8% |
| 3M | +5.9% | +0.4% | +5.5% | +5.2% |
| 6M | +7.3% | +8.5% | -1.1% | -0.5% |
| YTD | +14.6% | +3.7% | +10.9% | +10.7% |
| 1Y | +15.6% | +8.5% | +7.2% | +7.1% |
| 3Y | +60.2% | +78.5% | -18.4% | -6.7% |
| 5Y | +65.8% | +73.6% | -7.8% | -4.3% |
| 10Y | +277.4% | +421.3% | -143.9% | -26.4% |
| All | +928.4% | +720.7% | +207.7% | -4.0% |
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