+151.9%
IWM vs ETR
+374.5%
-222.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +1.9% | +7.7% | -5.8% | -1.0% |
| 3M | -5.7% | +5.7% | -11.4% | -7.8% |
| 6M | -0.3% | -0.3% | 0.0% | -0.5% |
| YTD | +15.8% | +23.4% | -7.6% | +5.6% |
| 1Y | +17.1% | +18.5% | -1.4% | +8.5% |
| 3Y | +73.1% | +155.6% | -82.5% | +14.3% |
| 5Y | +25.9% | +158.7% | -132.8% | -18.6% |
| 10Y | +151.9% | +377.8% | -225.9% | +54.4% |
| All | +151.9% | +374.5% | -222.6% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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