+20.0%
IWM vs ECL
+37.7%
-17.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.8% |
| 7D | -2.0% | -0.8% | -1.3% | -1.7% |
| 30D | -1.5% | +8.1% | -9.6% | -5.1% |
| 3M | -8.0% | +6.4% | -14.4% | -10.8% |
| 6M | -4.1% | +14.8% | -18.9% | -10.8% |
| YTD | +11.9% | +15.5% | -3.5% | +3.5% |
| 1Y | +15.0% | +20.1% | -5.1% | +4.2% |
| 3Y | +64.2% | +77.8% | -13.5% | +19.0% |
| All | +20.0% | +37.7% | -17.7% | -6.6% |
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