+763.2%
IWM vs EMR
+1,036.4%
-273.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | 0.0% |
| 7D | +0.3% | +0.7% | -0.4% | -0.1% |
| 30D | +0.6% | +3.5% | -2.9% | -1.4% |
| 3M | -6.2% | +5.9% | -12.1% | -9.6% |
| 6M | -0.8% | +19.4% | -20.2% | -11.2% |
| YTD | +14.8% | +27.7% | -12.9% | -2.3% |
| 1Y | +16.1% | +30.9% | -14.8% | -2.6% |
| 3Y | +71.5% | +104.2% | -32.7% | +8.8% |
| 5Y | +25.8% | +89.6% | -63.9% | -17.7% |
| 10Y | +155.4% | +280.0% | -124.6% | +5.5% |
| All | +763.2% | +1,036.4% | -273.3% | +85.8% |
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