+13.6%
IWM vs EWT
+57.8%
-44.2%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.4% |
| 7D | +0.1% | +4.0% | -3.9% | -1.3% |
| 30D | -1.3% | +10.3% | -11.6% | -4.7% |
| 3M | +1.6% | +6.1% | -4.5% | -1.1% |
| 6M | +13.6% | +56.6% | -43.1% | -11.1% |
| All | +13.6% | +57.8% | -44.2% | -11.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling