+39.1%
IWM vs ECL
+31.2%
+7.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +0.1% | -2.6% | +2.7% | +1.3% |
| 30D | -1.3% | -2.2% | +0.9% | -0.3% |
| 3M | +1.6% | +10.1% | -8.5% | -3.4% |
| 6M | +13.6% | -5.7% | +19.3% | +16.2% |
| YTD | +20.8% | +7.0% | +13.8% | +16.0% |
| 1Y | +26.4% | +2.7% | +23.8% | +23.5% |
| 3Y | +60.7% | +57.7% | +3.0% | +24.2% |
| All | +39.1% | +31.2% | +7.9% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling