+24.2%
IWM vs EWT
+87.2%
-63.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -1.1% | +2.1% | -3.3% | -2.0% |
| 30D | -3.1% | +9.4% | -12.5% | -6.6% |
| 3M | +2.2% | +10.9% | -8.7% | -2.9% |
| 6M | +15.1% | +57.9% | -42.9% | -10.0% |
| YTD | +18.6% | +75.9% | -57.4% | -13.8% |
| All | +24.2% | +87.2% | -63.0% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling