+166.9%
IWM vs ED
+104.2%
+62.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | +1.4% | +0.5% | +0.9% | +1.3% |
| 30D | -2.3% | +1.1% | -3.4% | -2.6% |
| 3M | +4.0% | +4.6% | -0.7% | +2.7% |
| 6M | +17.9% | -2.0% | +19.9% | +18.1% |
| YTD | +20.2% | +11.7% | +8.5% | +16.4% |
| 1Y | +25.0% | +15.7% | +9.2% | +19.6% |
| 3Y | +66.0% | +34.4% | +31.6% | +49.6% |
| 5Y | +40.0% | +67.3% | -27.3% | +17.6% |
| 10Y | +166.9% | +104.0% | +62.8% | +121.4% |
| All | +166.9% | +104.2% | +62.7% | +121.4% |
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