+804.2%
IWM vs ETN
+5,810.5%
-5,006.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -1.9% |
| 7D | +1.4% | +8.0% | -6.6% | -2.7% |
| 30D | -2.3% | -5.9% | +3.6% | +0.6% |
| 3M | +4.0% | +5.0% | -1.0% | -0.6% |
| 6M | +17.9% | +22.4% | -4.5% | +3.0% |
| YTD | +20.2% | +33.6% | -13.4% | -0.5% |
| 1Y | +25.0% | +22.1% | +2.8% | +7.9% |
| 3Y | +66.0% | +85.6% | -19.6% | +9.0% |
| 5Y | +40.0% | +179.2% | -139.2% | -28.0% |
| 10Y | +166.9% | +687.3% | -520.5% | -25.4% |
| All | +804.2% | +5,810.5% | -5,006.4% | -11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling