+154.4%
IWM vs ETSY
+187.1%
-32.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +1.4% | -1.0% | +2.4% | +1.6% |
| 30D | +2.3% | +7.3% | -5.0% | +0.9% |
| 3M | -8.3% | +10.3% | -18.6% | -10.2% |
| 6M | -1.3% | +55.1% | -56.4% | -8.9% |
| YTD | +13.5% | +60.5% | -47.0% | +3.2% |
| 1Y | +18.4% | +52.2% | -33.8% | +8.5% |
| 3Y | +69.6% | +40.8% | +28.8% | +52.4% |
| 5Y | +23.3% | -67.3% | +90.6% | +31.7% |
| 10Y | +147.0% | +659.4% | -512.4% | +71.5% |
| All | +154.4% | +187.1% | -32.7% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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