+18.4%
IWM vs EW
+25.9%
-7.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | +1.4% | +4.9% | -3.5% | +0.3% |
| 30D | +2.3% | +23.9% | -21.7% | -2.5% |
| 3M | -8.3% | +15.8% | -24.1% | -11.2% |
| 6M | -1.3% | +31.7% | -33.0% | -7.8% |
| YTD | +13.5% | +25.7% | -12.2% | +8.6% |
| 1Y | +18.4% | +24.4% | -6.0% | +14.2% |
| All | +18.4% | +25.9% | -7.5% | +14.2% |
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