+655.7%
IWM vs EWT
+452.2%
+203.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | -1.0% |
| 7D | -2.0% | -11.7% | +9.7% | +4.0% |
| 30D | -1.5% | -23.2% | +21.8% | +12.1% |
| 3M | -8.0% | -12.5% | +4.5% | -2.4% |
| 6M | -4.1% | -5.9% | +1.8% | -3.1% |
| YTD | +11.9% | +40.5% | -28.5% | -8.6% |
| 1Y | +15.0% | +43.7% | -28.7% | -7.2% |
| 3Y | +64.2% | +136.6% | -72.4% | +1.3% |
| 5Y | +20.4% | +105.1% | -84.7% | -20.0% |
| 10Y | +168.0% | +387.0% | -219.0% | +16.7% |
| All | +655.7% | +452.2% | +203.5% | +129.9% |
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