+100.8%
IWM vs NTR
+81.1%
+19.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | +2.3% | +2.0% | +0.3% | +1.5% |
| 3M | -8.3% | +6.4% | -14.7% | -10.7% |
| 6M | -1.3% | +1.6% | -2.9% | -2.8% |
| YTD | +13.5% | +18.2% | -4.7% | +4.0% |
| 1Y | +18.4% | +23.9% | -5.5% | +6.3% |
| 3Y | +69.6% | +44.7% | +25.0% | +39.6% |
| 5Y | +23.3% | +21.3% | +2.0% | -1.0% |
| All | +100.8% | +81.1% | +19.7% | +18.6% |
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