+171.7%
IWM vs EMR
+266.1%
-94.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.7% |
| 7D | -1.1% | +0.9% | -2.1% | -1.7% |
| 30D | -3.1% | -5.0% | +1.8% | -0.5% |
| 3M | +2.2% | +5.9% | -3.7% | -1.7% |
| 6M | +15.1% | +7.3% | +7.7% | +9.2% |
| YTD | +18.6% | +14.6% | +4.0% | +7.7% |
| 1Y | +24.0% | +15.6% | +8.3% | +11.6% |
| 3Y | +63.7% | +60.2% | +3.5% | +19.5% |
| 5Y | +38.2% | +65.8% | -27.6% | -2.6% |
| 10Y | +171.7% | +277.4% | -105.7% | +19.3% |
| All | +171.7% | +266.1% | -94.4% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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