+13.3%
IWM vs EW
+23.7%
-10.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.7% |
| 7D | -2.0% | +11.0% | -13.0% | -4.3% |
| 30D | -1.5% | +19.1% | -20.5% | -5.1% |
| 3M | -8.0% | +14.4% | -22.4% | -10.7% |
| 6M | -4.1% | +22.8% | -26.9% | -8.7% |
| YTD | +11.9% | +19.8% | -7.9% | +8.1% |
| All | +13.3% | +23.7% | -10.4% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling