+144.3%
IWM vs EMR
+279.1%
-134.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | +2.8% | +2.7% | +0.1% | +1.3% |
| 30D | +0.6% | +2.1% | -1.5% | -0.6% |
| 3M | -7.8% | +2.3% | -10.0% | -9.2% |
| 6M | -1.0% | +22.5% | -23.5% | -12.4% |
| YTD | +13.9% | +27.2% | -13.3% | -2.6% |
| 1Y | +15.4% | +28.0% | -12.6% | -1.7% |
| 3Y | +70.2% | +103.4% | -33.2% | +8.3% |
| 5Y | +23.7% | +88.2% | -64.5% | -18.8% |
| All | +144.3% | +279.1% | -134.8% | +9.0% |
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