+458.8%
IWM vs EFV
+247.9%
+210.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +2.8% | +0.7% | +2.0% | +2.1% |
| 30D | +0.6% | +2.0% | -1.4% | -1.1% |
| 3M | -7.8% | -1.6% | -6.1% | -6.5% |
| 6M | -1.0% | +5.8% | -6.7% | -5.8% |
| YTD | +13.9% | +15.6% | -1.8% | 0.0% |
| 1Y | +15.4% | +19.0% | -3.5% | -1.1% |
| 3Y | +70.2% | +90.7% | -20.4% | -3.4% |
| 5Y | +23.7% | +92.8% | -69.1% | -30.3% |
| 10Y | +147.8% | +160.5% | -12.8% | +9.4% |
| All | +458.8% | +247.9% | +210.9% | +87.7% |
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