+166.9%
IWM vs COP
+338.9%
-172.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.6% |
| 7D | +1.4% | -0.8% | +2.3% | +1.7% |
| 30D | -2.3% | +15.6% | -17.9% | -6.8% |
| 3M | +4.0% | +14.3% | -10.4% | -0.9% |
| 6M | +17.9% | +17.0% | +1.0% | +10.6% |
| YTD | +20.2% | +47.4% | -27.2% | +3.9% |
| 1Y | +25.0% | +52.4% | -27.4% | +6.4% |
| 3Y | +66.0% | +20.8% | +45.2% | +50.0% |
| 5Y | +40.0% | +191.7% | -151.6% | -11.3% |
| 10Y | +166.9% | +325.1% | -158.2% | +41.9% |
| All | +166.9% | +338.9% | -172.0% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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