+143.5%
IWM vs ED
+147.1%
-3.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | +1.4% | +2.1% | -0.6% | +0.9% |
| 30D | +2.3% | +10.4% | -8.1% | -0.1% |
| 3M | -8.3% | +12.5% | -20.9% | -10.9% |
| 6M | -1.3% | +14.9% | -16.2% | -4.8% |
| YTD | +13.5% | +24.8% | -11.3% | +7.0% |
| 1Y | +18.4% | +23.8% | -5.4% | +11.7% |
| 3Y | +69.6% | +51.6% | +18.0% | +48.4% |
| 5Y | +23.3% | +86.4% | -63.2% | +0.8% |
| All | +143.5% | +147.1% | -3.5% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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