+97.5%
IWM vs NET
+1,381.0%
-1,283.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +1.9% |
| 7D | +1.0% | -16.4% | +17.3% | +3.7% |
| 30D | +0.2% | -25.8% | +26.1% | +4.7% |
| 3M | -5.6% | -11.5% | +5.9% | -4.6% |
| 6M | +2.7% | +18.9% | -16.2% | -2.2% |
| YTD | +16.2% | +35.2% | -19.1% | +6.8% |
| 1Y | +18.9% | +14.5% | +4.5% | +12.4% |
| 3Y | +68.3% | +313.8% | -245.5% | +24.9% |
| 5Y | +26.7% | +32.6% | -5.9% | -0.7% |
| All | +97.5% | +1,381.0% | -1,283.5% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 10y: compounded portfolio wealth divided by compounded NET 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…
10y analysis · Full analysis span regression · 6 months rolling