+40.0%
IWM vs EME
+565.5%
-525.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.3% |
| 7D | +1.4% | +5.2% | -3.7% | -0.4% |
| 30D | -2.3% | -5.4% | +3.1% | -0.6% |
| 3M | +4.0% | -6.1% | +10.1% | +5.2% |
| 6M | +17.9% | +9.7% | +8.3% | +12.0% |
| YTD | +20.2% | +26.6% | -6.4% | +7.4% |
| 1Y | +25.0% | +24.6% | +0.3% | +10.3% |
| 3Y | +66.0% | +249.6% | -183.6% | -15.9% |
| 5Y | +40.0% | +556.6% | -516.5% | -52.7% |
| All | +40.0% | +565.5% | -525.5% | -52.7% |
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