+24.0%
IWM vs ETR
+26.7%
-2.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | -1.1% | +0.4% | -1.5% | -1.2% |
| 30D | -3.1% | +2.0% | -5.2% | -3.5% |
| 3M | +2.2% | -1.7% | +3.9% | +2.4% |
| 6M | +15.1% | +3.6% | +11.5% | +13.5% |
| YTD | +18.6% | +18.0% | +0.5% | +11.0% |
| 1Y | +24.0% | +26.2% | -2.3% | +15.6% |
| All | +24.0% | +26.7% | -2.7% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling