+113.6%
IWM vs NTR
+100.5%
+13.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.8% |
| 7D | +0.1% | +8.1% | -8.0% | -2.6% |
| 30D | -1.3% | +18.8% | -20.0% | -7.2% |
| 3M | +1.6% | +16.2% | -14.6% | -4.1% |
| 6M | +13.6% | +9.8% | +3.8% | +8.1% |
| YTD | +20.8% | +30.9% | -10.1% | +7.1% |
| 1Y | +26.4% | +41.8% | -15.3% | +8.1% |
| 3Y | +60.7% | +35.8% | +24.9% | +36.6% |
| 5Y | +38.2% | +51.0% | -12.9% | +0.7% |
| All | +113.6% | +100.5% | +13.1% | +22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling