+741.9%
IWM vs EMR
+1,001.2%
-259.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.6% |
| 3M | -8.0% | +3.8% | -11.8% | -10.2% |
| 6M | -4.1% | +10.5% | -14.6% | -10.3% |
| YTD | +11.9% | +23.7% | -11.8% | -3.0% |
| 1Y | +15.0% | +25.4% | -10.4% | -1.2% |
| 3Y | +64.2% | +86.6% | -22.4% | +9.4% |
| 5Y | +20.4% | +83.0% | -62.6% | -19.6% |
| 10Y | +168.0% | +319.5% | -151.5% | +4.5% |
| All | +741.9% | +1,001.2% | -259.3% | +84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling