+808.3%
IWM vs EMR
+936.6%
-128.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | -0.7% |
| 7D | +0.1% | -1.5% | +1.6% | +0.9% |
| 30D | -1.3% | -5.6% | +4.4% | +1.9% |
| 3M | +1.6% | +7.9% | -6.3% | -3.4% |
| 6M | +13.6% | +6.0% | +7.5% | +8.5% |
| YTD | +20.8% | +16.4% | +4.3% | +8.6% |
| 1Y | +26.4% | +16.6% | +9.8% | +13.1% |
| 3Y | +60.7% | +62.9% | -2.2% | +16.0% |
| 5Y | +38.2% | +60.1% | -21.9% | -0.5% |
| 10Y | +169.5% | +268.8% | -99.3% | +13.2% |
| All | +808.3% | +936.6% | -128.3% | +106.4% |
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