+715.2%
IWM vs EWT
+594.1%
+121.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.7% |
| 7D | +0.1% | +4.0% | -3.9% | -1.9% |
| 30D | -1.3% | +10.3% | -11.6% | -6.2% |
| 3M | +1.6% | +6.1% | -4.5% | -2.4% |
| 6M | +13.6% | +56.6% | -43.1% | -11.3% |
| YTD | +20.8% | +76.6% | -55.8% | -11.5% |
| 1Y | +26.4% | +97.9% | -71.5% | -12.8% |
| 3Y | +60.7% | +198.0% | -137.3% | -11.2% |
| 5Y | +38.2% | +151.8% | -113.6% | -16.7% |
| 10Y | +169.5% | +514.1% | -344.7% | +5.0% |
| All | +715.2% | +594.1% | +121.2% | +122.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling