+151.9%
IWM vs ECL
+196.0%
-44.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.6% |
| 7D | -0.3% | -2.3% | +1.9% | +1.0% |
| 30D | +1.9% | +8.3% | -6.4% | -2.5% |
| 3M | -5.7% | +8.4% | -14.2% | -9.9% |
| 6M | -0.3% | +23.3% | -23.6% | -11.6% |
| YTD | +15.8% | +18.2% | -2.4% | +4.6% |
| 1Y | +17.1% | +18.8% | -1.7% | +5.4% |
| 3Y | +73.1% | +78.5% | -5.4% | +21.4% |
| 5Y | +25.9% | +40.1% | -14.2% | -0.5% |
| 10Y | +151.9% | +196.5% | -44.6% | +33.3% |
| All | +151.9% | +196.0% | -44.1% | +33.3% |
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