+463.1%
IWM vs EFV
+248.5%
+214.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +0.3% | +2.1% | -1.9% | -1.6% |
| 30D | +0.6% | +3.1% | -2.5% | -2.0% |
| 3M | -6.2% | -1.3% | -4.9% | -5.2% |
| 6M | -0.8% | +6.0% | -6.8% | -5.8% |
| YTD | +14.8% | +15.8% | -1.1% | +0.6% |
| 1Y | +16.1% | +21.1% | -5.0% | -2.1% |
| 3Y | +71.5% | +91.0% | -19.5% | -2.8% |
| 5Y | +25.8% | +94.3% | -68.5% | -29.6% |
| 10Y | +155.4% | +160.4% | -5.0% | +12.8% |
| All | +463.1% | +248.5% | +214.6% | +88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling