+408.3%
IWM vs ET
+1,310.3%
-901.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.4% | +2.5% | -1.1% | +0.7% |
| 30D | +2.3% | -2.5% | +4.7% | +2.9% |
| 3M | -8.3% | -4.9% | -3.5% | -7.2% |
| 6M | -1.3% | -0.1% | -1.2% | -1.7% |
| YTD | +13.5% | +26.2% | -12.7% | +5.8% |
| 1Y | +18.4% | +25.2% | -6.8% | +10.5% |
| 3Y | +69.6% | +84.2% | -14.6% | +41.9% |
| 5Y | +23.3% | +216.1% | -192.8% | -11.2% |
| 10Y | +147.0% | +160.7% | -13.7% | +73.7% |
| All | +408.3% | +1,310.3% | -901.9% | +32.8% |
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