+171.7%
IWM vs EW
+121.7%
+50.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.2% |
| 7D | -1.1% | -5.1% | +4.0% | +0.5% |
| 30D | -3.1% | -6.4% | +3.2% | -1.1% |
| 3M | +2.2% | -1.6% | +3.8% | +2.4% |
| 6M | +15.1% | +2.3% | +12.8% | +13.7% |
| YTD | +18.6% | +1.1% | +17.5% | +17.4% |
| 1Y | +24.0% | +8.0% | +16.0% | +19.8% |
| 3Y | +63.7% | +16.3% | +47.4% | +46.0% |
| 5Y | +38.2% | -29.4% | +67.6% | +45.5% |
| 10Y | +171.7% | +125.6% | +46.1% | +94.4% |
| All | +171.7% | +121.7% | +50.0% | +94.4% |
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