+724.9%
IWF vs EME
+15,107.5%
-14,382.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -1.1% |
| 7D | +1.5% | +5.2% | -3.7% | -0.2% |
| 30D | -1.3% | -5.4% | +4.1% | +0.4% |
| 3M | +0.1% | -6.1% | +6.2% | +1.1% |
| 6M | +10.3% | +9.7% | +0.6% | +5.3% |
| YTD | +4.2% | +26.6% | -22.4% | -5.6% |
| 1Y | +9.3% | +24.6% | -15.3% | -1.5% |
| 3Y | +79.3% | +249.6% | -170.2% | +11.0% |
| 5Y | +73.8% | +556.6% | -482.8% | -13.9% |
| 10Y | +410.9% | +1,286.6% | -875.7% | +86.3% |
| All | +724.9% | +15,107.5% | -14,382.6% | +44.1% |
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