+171.7%
IWM vs EWT
+510.6%
-338.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -1.1% | +2.1% | -3.3% | -2.5% |
| 30D | -3.1% | +9.4% | -12.5% | -8.8% |
| 3M | +2.2% | +10.9% | -8.7% | -5.9% |
| 6M | +15.1% | +57.9% | -42.9% | -18.1% |
| YTD | +18.6% | +75.9% | -57.4% | -22.2% |
| 1Y | +24.0% | +89.7% | -65.7% | -23.1% |
| 3Y | +63.7% | +200.9% | -137.2% | -29.8% |
| 5Y | +38.2% | +154.5% | -116.3% | -33.0% |
| 10Y | +171.7% | +520.8% | -349.1% | -28.0% |
| All | +171.7% | +510.6% | -338.9% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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