+808.3%
IWM vs EW
+6,086.7%
-5,278.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | -1.3% | +1.0% | -2.3% | -1.6% |
| 3M | +1.6% | +2.8% | -1.2% | +0.6% |
| 6M | +13.6% | +5.5% | +8.1% | +11.4% |
| YTD | +20.8% | +5.5% | +15.3% | +18.4% |
| 1Y | +26.4% | +11.0% | +15.4% | +21.9% |
| 3Y | +60.7% | +17.7% | +43.0% | +46.6% |
| 5Y | +38.2% | -25.7% | +63.9% | +41.3% |
| 10Y | +169.5% | +132.8% | +36.7% | +97.3% |
| All | +808.3% | +6,086.7% | -5,278.4% | +208.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling