+105.3%
IWM vs NET
+1,449.6%
-1,344.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.2% | +0.6% |
| 7D | +0.1% | -7.0% | +7.1% | +1.2% |
| 30D | -1.3% | -4.8% | +3.5% | -0.8% |
| 3M | +1.6% | +3.8% | -2.2% | +0.4% |
| 6M | +13.6% | +50.0% | -36.5% | +4.0% |
| YTD | +20.8% | +41.5% | -20.7% | +10.9% |
| 1Y | +26.4% | +32.8% | -6.4% | +16.9% |
| 3Y | +60.7% | +335.9% | -275.2% | +18.6% |
| 5Y | +38.2% | +113.8% | -75.6% | +2.5% |
| All | +105.3% | +1,449.6% | -1,344.3% | +13.5% |
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