+808.3%
IWM vs ED
+963.7%
-155.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.8% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | -1.3% | -0.1% | -1.1% | -1.3% |
| 3M | +1.6% | +3.9% | -2.3% | -0.3% |
| 6M | +13.6% | -3.0% | +16.6% | +14.3% |
| YTD | +20.8% | +10.7% | +10.1% | +14.8% |
| 1Y | +26.4% | +13.3% | +13.1% | +18.6% |
| 3Y | +60.7% | +34.5% | +26.2% | +36.8% |
| 5Y | +38.2% | +67.1% | -29.0% | +5.1% |
| 10Y | +169.5% | +103.0% | +66.4% | +75.4% |
| All | +808.3% | +963.7% | -155.4% | +209.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling