+66.4%
IWM vs ETR
+150.4%
-84.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +0.1% | +1.4% | -1.3% | -0.3% |
| 30D | -1.3% | +1.0% | -2.2% | -1.5% |
| 3M | +1.6% | -1.3% | +2.9% | +1.7% |
| 6M | +13.6% | +1.9% | +11.7% | +12.6% |
| YTD | +20.8% | +18.2% | +2.6% | +14.8% |
| 1Y | +26.4% | +24.7% | +1.7% | +18.5% |
| All | +66.4% | +150.4% | -84.0% | +23.5% |
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