+165.3%
IWM vs EME
+1,301.6%
-1,136.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -2.5% | +0.9% | -3.5% | -3.0% |
| 30D | -4.4% | -8.4% | +4.0% | -1.0% |
| 3M | +2.2% | -3.6% | +5.9% | +2.2% |
| 6M | +14.0% | +3.6% | +10.5% | +9.7% |
| YTD | +17.4% | +22.5% | -5.2% | +3.8% |
| 1Y | +22.9% | +18.2% | +4.8% | +8.5% |
| 3Y | +62.1% | +238.4% | -176.3% | -21.0% |
| 5Y | +38.2% | +550.5% | -512.4% | -53.5% |
| All | +165.3% | +1,301.6% | -1,136.3% | -39.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling