+681.7%
IWM vs EWT
+519.9%
+161.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.9% | -2.1% |
| 7D | -0.3% | +3.2% | -3.5% | -2.4% |
| 30D | +1.9% | -12.3% | +14.2% | +8.2% |
| 3M | -5.7% | -3.6% | -2.1% | -4.9% |
| 6M | -0.3% | +3.1% | -3.4% | -4.0% |
| YTD | +15.8% | +57.7% | -41.9% | -11.0% |
| 1Y | +17.1% | +60.3% | -43.2% | -10.8% |
| 3Y | +73.1% | +163.4% | -90.3% | +0.9% |
| 5Y | +25.9% | +127.4% | -101.6% | -20.8% |
| 10Y | +151.9% | +462.7% | -310.8% | +2.0% |
| All | +681.7% | +519.9% | +161.8% | +123.9% |
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 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