+808.3%
IWM vs ETR
+1,951.5%
-1,143.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +0.1% | +1.4% | -1.3% | -0.5% |
| 30D | -1.3% | +1.0% | -2.2% | -1.7% |
| 3M | +1.6% | -1.3% | +2.9% | +1.9% |
| 6M | +13.6% | +1.9% | +11.7% | +12.0% |
| YTD | +20.8% | +18.2% | +2.6% | +12.2% |
| 1Y | +26.4% | +24.7% | +1.7% | +14.9% |
| 3Y | +60.7% | +150.7% | -90.0% | +8.4% |
| 5Y | +38.2% | +127.0% | -88.8% | -4.4% |
| 10Y | +169.5% | +295.5% | -126.0% | +46.2% |
| All | +808.3% | +1,951.5% | -1,143.2% | +270.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling