+155.4%
IWM vs ECL
+196.4%
-41.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +0.3% | +0.4% | -0.2% | +0.1% |
| 30D | +0.6% | +8.6% | -8.0% | -3.8% |
| 3M | -6.2% | +7.9% | -14.1% | -10.2% |
| 6M | -0.8% | +21.0% | -21.8% | -11.2% |
| YTD | +14.8% | +17.5% | -2.8% | +4.0% |
| 1Y | +16.1% | +19.7% | -3.5% | +4.1% |
| 3Y | +71.5% | +77.4% | -5.9% | +20.7% |
| 5Y | +25.8% | +38.7% | -12.9% | -0.1% |
| 10Y | +155.4% | +193.5% | -38.1% | +36.3% |
| All | +155.4% | +196.4% | -41.0% | +36.3% |
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