+16.9%
IWM vs ED
+24.7%
-7.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.4% | +3.2% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | +1.3% | +11.6% | -10.3% | +4.4% |
| 3M | -6.1% | +10.5% | -16.6% | -3.5% |
| 6M | -0.1% | +13.2% | -13.3% | +3.7% |
| YTD | +15.5% | +22.1% | -6.6% | +24.2% |
| All | +16.9% | +24.7% | -7.8% | +27.1% |
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 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