+20.7%
IWM vs ETR
+160.0%
-139.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.6% |
| 3M | -8.0% | +4.4% | -12.4% | -9.2% |
| 6M | -4.1% | -1.5% | -2.6% | -3.9% |
| YTD | +11.9% | +21.8% | -9.8% | +4.5% |
| 1Y | +15.0% | +18.4% | -3.4% | +8.3% |
| 3Y | +64.2% | +148.5% | -84.3% | +18.5% |
| All | +20.7% | +160.0% | -139.3% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling