+40.1%
IWM vs EFV
+97.2%
-57.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.2% |
| 7D | +1.4% | +1.0% | +0.4% | +0.4% |
| 30D | -2.3% | +0.2% | -2.5% | -2.5% |
| 3M | +4.0% | +9.6% | -5.7% | -5.1% |
| 6M | +17.9% | +14.0% | +3.9% | +3.5% |
| YTD | +20.2% | +18.5% | +1.7% | +1.3% |
| 1Y | +25.0% | +27.9% | -2.9% | -2.5% |
| 3Y | +66.0% | +92.4% | -26.5% | -14.5% |
| All | +40.1% | +97.2% | -57.1% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 5y: compounded portfolio wealth divided by compounded EFV 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…
5y analysis · Full analysis span regression · 6 months rolling