+153.1%
IWM vs ECL
+199.6%
-46.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.9% |
| 7D | -2.0% | -0.8% | -1.3% | -1.6% |
| 30D | -1.5% | +8.1% | -9.6% | -5.6% |
| 3M | -8.0% | +6.4% | -14.4% | -11.2% |
| 6M | -4.1% | +14.8% | -18.9% | -11.6% |
| YTD | +11.9% | +15.5% | -3.5% | +2.4% |
| 1Y | +15.0% | +20.1% | -5.1% | +2.8% |
| 3Y | +64.2% | +77.8% | -13.5% | +15.3% |
| 5Y | +20.4% | +37.9% | -17.5% | -4.1% |
| All | +153.1% | +199.6% | -46.5% | +35.4% |
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