+166.4%
IWM vs ET
+177.0%
-10.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | -4.6% | +2.9% | -7.4% | -5.5% |
| 3M | -0.3% | +16.8% | -17.1% | -5.7% |
| 6M | +14.7% | +18.9% | -4.1% | +7.6% |
| YTD | +17.8% | +37.7% | -19.9% | +4.8% |
| 1Y | +21.2% | +32.4% | -11.2% | +9.2% |
| 3Y | +62.3% | +99.5% | -37.1% | +26.4% |
| 5Y | +38.7% | +244.0% | -205.2% | -10.3% |
| All | +166.4% | +177.0% | -10.6% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling