+166.9%
IWM vs ECL
+153.2%
+13.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.2% |
| 7D | +1.4% | -0.8% | +2.2% | +1.8% |
| 30D | -2.3% | -2.5% | +0.2% | -1.0% |
| 3M | +4.0% | +8.3% | -4.4% | -1.0% |
| 6M | +17.9% | -1.1% | +19.0% | +17.8% |
| YTD | +20.2% | +6.5% | +13.7% | +15.0% |
| 1Y | +25.0% | +2.1% | +22.9% | +22.0% |
| 3Y | +66.0% | +57.6% | +8.4% | +24.3% |
| 5Y | +40.0% | +28.1% | +12.0% | +15.9% |
| 10Y | +166.9% | +153.2% | +13.6% | +44.8% |
| All | +166.9% | +153.2% | +13.7% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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