+16.1%
IWM vs ED
+25.7%
-9.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.5% |
| 7D | +0.3% | +2.1% | -1.8% | +0.8% |
| 30D | +0.6% | +12.4% | -11.8% | +3.9% |
| 3M | -6.2% | +13.1% | -19.4% | -3.0% |
| 6M | -0.8% | +14.1% | -14.8% | +3.2% |
| YTD | +14.8% | +23.1% | -8.3% | +23.6% |
| 1Y | +16.1% | +25.4% | -9.3% | +26.4% |
| All | +16.1% | +25.7% | -9.5% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling