+73.3%
IWD vs EME
+544.7%
-471.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.9% | -0.1% |
| 7D | -1.2% | +2.7% | -3.9% | -1.7% |
| 30D | -1.6% | -6.8% | +5.2% | -0.3% |
| 3M | +7.0% | -8.8% | +15.8% | +8.4% |
| 6M | +17.0% | +5.0% | +12.0% | +14.4% |
| YTD | +21.6% | +23.5% | -1.9% | +14.0% |
| 1Y | +28.0% | +21.3% | +6.7% | +19.0% |
| 3Y | +70.6% | +241.1% | -170.5% | +9.8% |
| 5Y | +73.3% | +549.2% | -475.8% | -17.3% |
| All | +73.3% | +544.7% | -471.4% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 5y: compounded portfolio wealth divided by compounded EME 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…
5y analysis · Full analysis span regression · 6 months rolling