+39.1%
IWM vs ES
-5.6%
+44.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | -1.3% | -2.0% | +0.7% | -0.8% |
| 3M | +1.6% | +1.7% | -0.1% | +0.9% |
| 6M | +13.6% | -3.5% | +17.1% | +14.3% |
| YTD | +20.8% | +7.9% | +12.8% | +17.5% |
| 1Y | +26.4% | +17.2% | +9.3% | +18.9% |
| 3Y | +60.7% | +29.3% | +31.4% | +43.1% |
| All | +39.1% | -5.6% | +44.8% | +34.7% |
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