+143.5%
IWM vs EME
+905.2%
-761.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +1.4% | +8.4% | -7.0% | -2.1% |
| 30D | +2.3% | -11.5% | +13.8% | +7.0% |
| 3M | -8.3% | -20.6% | +12.3% | 0.0% |
| 6M | -1.3% | -28.5% | +27.2% | +11.2% |
| YTD | +13.5% | +8.0% | +5.5% | +4.8% |
| 1Y | +18.4% | +6.8% | +11.6% | +9.7% |
| 3Y | +69.6% | +213.9% | -144.3% | -16.1% |
| 5Y | +23.3% | +414.8% | -391.5% | -54.3% |
| All | +143.5% | +905.2% | -761.6% | -38.2% |
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