+73.4%
IWF vs EME
+540.8%
-467.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -1.7% | +0.9% | -2.7% | -2.0% |
| 30D | -1.8% | -8.4% | +6.5% | +0.8% |
| 3M | +1.5% | -3.6% | +5.1% | +1.7% |
| 6M | +7.7% | +3.6% | +4.1% | +4.7% |
| YTD | +2.7% | +22.5% | -19.8% | -6.5% |
| 1Y | +6.8% | +18.2% | -11.4% | -3.0% |
| 3Y | +76.9% | +238.4% | -161.5% | +0.7% |
| 5Y | +73.4% | +550.5% | -477.1% | -31.3% |
| All | +73.4% | +540.8% | -467.4% | -31.3% |
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