+168.0%
IWM vs EME
+1,312.7%
-1,144.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.1% | -0.3% |
| 7D | -1.1% | +2.7% | -3.9% | -2.3% |
| 30D | -3.1% | -6.8% | +3.7% | -0.4% |
| 3M | +2.2% | -8.8% | +11.0% | +4.7% |
| 6M | +15.1% | +5.0% | +10.1% | +10.0% |
| YTD | +18.6% | +23.5% | -4.9% | +4.5% |
| 1Y | +24.0% | +21.3% | +2.7% | +8.1% |
| 3Y | +63.7% | +241.1% | -177.3% | -20.4% |
| 5Y | +38.2% | +549.2% | -511.0% | -53.4% |
| All | +168.0% | +1,312.7% | -1,144.8% | -39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling