+874.6%
IWM vs IEF
+127.6%
+747.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.8% |
| 7D | -0.3% | -0.8% | +0.5% | -1.0% |
| 30D | +1.9% | +2.0% | -0.2% | +3.8% |
| 3M | -5.7% | -1.1% | -4.6% | -6.7% |
| 6M | -0.3% | -1.9% | +1.6% | -2.3% |
| YTD | +15.8% | -2.2% | +18.0% | +13.0% |
| 1Y | +17.1% | -2.3% | +19.4% | +14.1% |
| 3Y | +73.1% | +11.6% | +61.5% | +92.8% |
| 5Y | +25.9% | -7.1% | +32.9% | +9.0% |
| 10Y | +151.9% | +7.8% | +144.1% | +174.0% |
| All | +874.6% | +127.6% | +747.0% | +3,175.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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