+155.4%
IWM vs EW
+234.0%
-78.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +1.9% |
| 7D | +0.3% | +9.3% | -9.0% | -2.6% |
| 30D | +0.6% | +22.1% | -21.5% | -5.8% |
| 3M | -6.2% | +13.0% | -19.2% | -10.1% |
| 6M | -0.8% | +30.1% | -30.8% | -9.4% |
| YTD | +14.8% | +22.0% | -7.2% | +6.6% |
| 1Y | +16.1% | +23.7% | -7.6% | +7.4% |
| 3Y | +71.5% | +62.0% | +9.5% | +35.6% |
| 5Y | +25.8% | -12.4% | +38.2% | +23.6% |
| 10Y | +155.4% | +236.1% | -80.6% | +67.6% |
| All | +155.4% | +234.0% | -78.6% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling