+745.9%
IWD vs EME
+12,943.2%
-12,197.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +1.7% | +11.3% | -9.6% | -1.9% |
| 30D | +3.2% | -14.6% | +17.8% | +8.0% |
| 3M | +2.3% | -20.4% | +22.7% | +9.1% |
| 6M | +12.9% | -28.3% | +41.2% | +23.1% |
| YTD | +26.2% | +8.6% | +17.7% | +18.4% |
| 1Y | +28.3% | +3.2% | +25.0% | +22.2% |
| 3Y | +84.4% | +216.8% | -132.4% | +11.5% |
| 5Y | +73.0% | +417.5% | -344.5% | -13.9% |
| 10Y | +203.3% | +922.2% | -718.9% | +12.2% |
| All | +745.9% | +12,943.2% | -12,197.3% | +56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling