+112.7%
IWM vs NTR
+103.6%
+9.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.0% |
| 7D | +1.4% | +3.8% | -2.4% | +0.1% |
| 30D | -2.3% | +25.2% | -27.5% | -9.8% |
| 3M | +4.0% | +21.0% | -17.0% | -3.3% |
| 6M | +17.9% | +7.6% | +10.3% | +13.2% |
| YTD | +20.2% | +32.9% | -12.7% | +6.0% |
| 1Y | +25.0% | +43.1% | -18.1% | +6.6% |
| 3Y | +66.0% | +41.6% | +24.4% | +38.9% |
| 5Y | +40.0% | +54.8% | -14.7% | +1.1% |
| All | +112.7% | +103.6% | +9.1% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NTR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling