+20.0%
IWM vs EMR
+80.8%
-60.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -2.0% | -1.6% | -0.5% | -1.1% |
| 30D | -1.5% | +2.0% | -3.4% | -2.5% |
| 3M | -8.0% | +3.8% | -11.8% | -10.1% |
| 6M | -4.1% | +10.5% | -14.6% | -10.0% |
| YTD | +11.9% | +23.7% | -11.8% | -2.8% |
| 1Y | +15.0% | +25.4% | -10.4% | -1.1% |
| 3Y | +64.2% | +86.6% | -22.4% | +7.7% |
| All | +20.0% | +80.8% | -60.7% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling