+440.8%
IWM vs ET
+1,435.0%
-994.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +0.1% | +0.9% | -0.8% | -0.2% |
| 30D | -1.3% | +7.5% | -8.7% | -3.3% |
| 3M | +1.6% | +11.4% | -9.8% | -1.6% |
| 6M | +13.6% | +18.5% | -5.0% | +7.9% |
| YTD | +20.8% | +37.4% | -16.6% | +10.1% |
| 1Y | +26.4% | +30.9% | -4.5% | +16.7% |
| 3Y | +60.7% | +98.7% | -38.0% | +31.8% |
| 5Y | +38.2% | +230.7% | -192.5% | -1.7% |
| 10Y | +169.5% | +175.6% | -6.1% | +86.0% |
| All | +440.8% | +1,435.0% | -994.2% | +38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling