+23.8%
IWM vs ETN
+121.5%
-97.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.4% |
| 7D | +1.4% | +3.6% | -2.2% | 0.0% |
| 30D | +2.3% | -13.4% | +15.7% | +7.5% |
| 3M | -8.3% | -21.9% | +13.6% | +0.1% |
| 6M | -1.3% | -12.8% | +11.5% | +1.3% |
| YTD | +13.5% | +12.1% | +1.4% | +2.4% |
| 1Y | +18.4% | +0.8% | +17.6% | +12.2% |
| 3Y | +69.6% | +64.5% | +5.1% | +16.8% |
| All | +23.8% | +121.5% | -97.7% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling