+69.2%
IWM vs EWT
+136.8%
-67.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | -0.8% |
| 7D | -2.0% | -11.7% | +9.7% | +3.5% |
| 30D | -1.5% | -23.2% | +21.8% | +10.9% |
| 3M | -8.0% | -12.5% | +4.5% | -3.0% |
| 6M | -4.1% | -5.9% | +1.8% | -4.0% |
| YTD | +11.9% | +40.5% | -28.5% | -11.0% |
| 1Y | +15.0% | +43.7% | -28.7% | -9.9% |
| All | +69.2% | +136.8% | -67.7% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling