+40.0%
IWM vs EW
-28.5%
+68.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.1% | +0.4% |
| 7D | +1.4% | -4.4% | +5.8% | +2.5% |
| 30D | -2.3% | -3.3% | +1.1% | -1.5% |
| 3M | +4.0% | +1.0% | +3.0% | +3.5% |
| 6M | +17.9% | +6.2% | +11.7% | +15.7% |
| YTD | +20.2% | +1.7% | +18.5% | +19.1% |
| 1Y | +25.0% | +8.1% | +16.8% | +21.8% |
| 3Y | +66.0% | +17.1% | +48.9% | +49.9% |
| 5Y | +40.0% | -29.4% | +69.4% | +46.8% |
| All | +40.0% | -28.5% | +68.5% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling