+166.9%
IWM vs COO
+43.7%
+123.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.3% | +0.7% |
| 7D | +1.4% | -2.3% | +3.7% | +2.4% |
| 30D | -2.3% | -8.8% | +6.5% | +1.5% |
| 3M | +4.0% | +1.3% | +2.6% | +2.8% |
| 6M | +17.9% | -11.6% | +29.5% | +23.3% |
| YTD | +20.2% | -17.4% | +37.6% | +29.4% |
| 1Y | +25.0% | -1.6% | +26.6% | +23.7% |
| 3Y | +66.0% | -22.6% | +88.6% | +76.6% |
| 5Y | +40.0% | -40.3% | +80.4% | +65.5% |
| 10Y | +166.9% | +45.2% | +121.7% | +127.7% |
| All | +166.9% | +43.7% | +123.1% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded COO 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling