+726.5%
IWD vs EME
+14,733.8%
-14,007.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.3% |
| 7D | -0.3% | +1.9% | -2.2% | -0.9% |
| 30D | +0.6% | -8.3% | +8.9% | +3.3% |
| 3M | +7.2% | -10.7% | +18.0% | +9.8% |
| 6M | +16.2% | +1.9% | +14.3% | +13.2% |
| YTD | +23.3% | +23.5% | -0.1% | +11.9% |
| 1Y | +29.6% | +18.0% | +11.6% | +17.7% |
| 3Y | +70.5% | +236.1% | -165.7% | +2.0% |
| 5Y | +73.5% | +527.9% | -454.4% | -18.7% |
| 10Y | +198.3% | +1,252.8% | -1,054.5% | +1.0% |
| All | +726.5% | +14,733.8% | -14,007.3% | +48.0% |
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