+808.3%
IWM vs EME
+14,733.8%
-13,925.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | -0.5% |
| 7D | +0.1% | +1.9% | -1.8% | -0.7% |
| 30D | -1.3% | -8.3% | +7.0% | +2.3% |
| 3M | +1.6% | -10.7% | +12.4% | +4.9% |
| 6M | +13.6% | +1.9% | +11.7% | +10.1% |
| YTD | +20.8% | +23.5% | -2.7% | +6.8% |
| 1Y | +26.4% | +18.0% | +8.4% | +12.3% |
| 3Y | +60.7% | +236.1% | -175.4% | -15.5% |
| 5Y | +38.2% | +527.9% | -489.7% | -46.2% |
| 10Y | +169.5% | +1,252.8% | -1,083.3% | -29.0% |
| All | +808.3% | +14,733.8% | -13,925.5% | +3.0% |
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