+69.2%
IWM vs ETR
+150.7%
-81.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -2.0% | +0.4% | -2.4% | -2.1% |
| 30D | -1.5% | +7.5% | -9.0% | -3.1% |
| 3M | -8.0% | +4.4% | -12.4% | -9.0% |
| 6M | -4.1% | -1.5% | -2.6% | -3.9% |
| YTD | +11.9% | +21.8% | -9.8% | +5.8% |
| 1Y | +15.0% | +18.4% | -3.4% | +9.6% |
| All | +69.2% | +150.7% | -81.6% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling