+25.8%
IWM vs ES
+1.9%
+23.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +0.3% | +0.9% | -0.6% | 0.0% |
| 30D | +0.6% | +5.9% | -5.3% | -1.1% |
| 3M | -6.2% | -1.0% | -5.2% | -6.1% |
| 6M | -0.8% | +7.2% | -7.9% | -3.2% |
| YTD | +14.8% | +7.0% | +7.8% | +11.6% |
| 1Y | +16.1% | +0.5% | +15.7% | +14.6% |
| 3Y | +71.5% | +48.7% | +22.9% | +44.3% |
| 5Y | +25.8% | +1.9% | +23.8% | +20.5% |
| All | +25.8% | +1.9% | +23.8% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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