+38.2%
IWM vs ETN
+171.0%
-132.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.4% |
| 7D | -2.5% | +3.0% | -5.6% | -3.8% |
| 30D | -4.4% | -10.9% | +6.5% | +0.2% |
| 3M | +2.2% | +9.2% | -7.0% | -3.0% |
| 6M | +14.0% | +13.9% | +0.1% | +5.1% |
| YTD | +17.4% | +29.5% | -12.2% | +1.3% |
| 1Y | +22.9% | +14.2% | +8.7% | +12.2% |
| 3Y | +62.1% | +79.9% | -17.8% | +10.6% |
| 5Y | +38.2% | +175.7% | -137.5% | -30.2% |
| All | +38.2% | +171.0% | -132.9% | -30.2% |
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