+791.8%
IWM vs NTRS
+409.0%
+382.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -1.1% | +0.9% | -2.0% | -1.6% |
| 30D | -3.1% | -1.2% | -1.9% | -2.6% |
| 3M | +2.2% | +8.8% | -6.6% | -2.2% |
| 6M | +15.1% | +34.7% | -19.6% | -1.4% |
| YTD | +18.6% | +37.2% | -18.7% | +0.4% |
| 1Y | +24.0% | +46.3% | -22.4% | +1.6% |
| 3Y | +63.7% | +163.2% | -99.5% | -1.4% |
| 5Y | +38.2% | +86.9% | -48.7% | -4.2% |
| 10Y | +171.7% | +250.9% | -79.2% | +32.1% |
| All | +791.8% | +409.0% | +382.8% | +197.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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