+161.3%
IWM vs ECL
+205.6%
-44.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.2% | +2.1% |
| 7D | +1.2% | -0.5% | +1.7% | +1.5% |
| 30D | +1.3% | +8.8% | -7.6% | -3.3% |
| 3M | -6.1% | +7.8% | -13.9% | -10.0% |
| 6M | -0.1% | +21.3% | -21.4% | -10.7% |
| YTD | +15.5% | +17.8% | -2.2% | +4.6% |
| 1Y | +18.1% | +21.1% | -2.9% | +5.2% |
| 3Y | +74.6% | +80.1% | -5.4% | +21.8% |
| 5Y | +24.6% | +40.5% | -15.9% | -1.7% |
| 10Y | +161.3% | +197.7% | -36.5% | +38.3% |
| All | +161.3% | +205.6% | -44.3% | +38.3% |
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