+108.5%
IWM vs NTR
+97.9%
+10.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -2.4% | -1.3% | -1.1% | -2.0% |
| 30D | -4.6% | +16.8% | -21.3% | -9.7% |
| 3M | -0.3% | +20.7% | -21.0% | -7.2% |
| 6M | +14.7% | +0.5% | +14.2% | +12.9% |
| YTD | +17.8% | +29.2% | -11.3% | +5.0% |
| 1Y | +21.2% | +39.6% | -18.4% | +4.2% |
| 3Y | +62.3% | +37.9% | +24.5% | +37.1% |
| 5Y | +38.7% | +47.1% | -8.3% | +2.4% |
| All | +108.5% | +97.9% | +10.6% | +19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling