+166.4%
IWM vs ETN
+730.7%
-564.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | -1.6% |
| 7D | -2.4% | +3.5% | -5.9% | -4.2% |
| 30D | -4.6% | -7.5% | +3.0% | -1.0% |
| 3M | -0.3% | +8.3% | -8.6% | -5.9% |
| 6M | +14.7% | +20.2% | -5.5% | +1.5% |
| YTD | +17.8% | +34.7% | -16.8% | -2.5% |
| 1Y | +21.2% | +19.4% | +1.8% | +6.4% |
| 3Y | +62.3% | +85.5% | -23.2% | +5.8% |
| 5Y | +38.7% | +186.6% | -147.9% | -31.7% |
| All | +166.4% | +730.7% | -564.3% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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