+69.6%
IWM vs ETN
+65.2%
+4.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.2% |
| 7D | +1.4% | +3.6% | -2.2% | +0.2% |
| 30D | +2.3% | -13.4% | +15.7% | +6.6% |
| 3M | -8.3% | -21.9% | +13.6% | -1.3% |
| 6M | -1.3% | -12.8% | +11.5% | +1.0% |
| YTD | +13.5% | +12.1% | +1.4% | +4.0% |
| 1Y | +18.4% | +0.8% | +17.6% | +13.1% |
| 3Y | +69.6% | +64.5% | +5.1% | +18.3% |
| All | +69.6% | +65.2% | +4.4% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling