+741.9%
IWM vs ECL
+2,060.8%
-1,318.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +2.0% |
| 7D | -2.0% | -0.8% | -1.3% | -1.6% |
| 30D | -1.5% | +8.1% | -9.6% | -6.1% |
| 3M | -8.0% | +6.4% | -14.4% | -11.6% |
| 6M | -4.1% | +14.8% | -18.9% | -12.5% |
| YTD | +11.9% | +15.5% | -3.5% | +1.3% |
| 1Y | +15.0% | +20.1% | -5.1% | +1.5% |
| 3Y | +64.2% | +77.8% | -13.5% | +11.5% |
| 5Y | +20.4% | +37.9% | -17.5% | -6.6% |
| 10Y | +168.0% | +202.7% | -34.7% | +20.4% |
| All | +741.9% | +2,060.8% | -1,318.8% | +26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling