+804.2%
IWM vs HUM
+7,948.2%
-7,144.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.5% |
| 7D | +1.4% | +2.1% | -0.7% | +0.9% |
| 30D | -2.3% | +4.7% | -7.0% | -3.4% |
| 3M | +4.0% | +13.5% | -9.5% | +0.7% |
| 6M | +17.9% | +126.7% | -108.7% | -2.9% |
| YTD | +20.2% | +58.5% | -38.3% | +6.2% |
| 1Y | +25.0% | +31.7% | -6.8% | +14.2% |
| 3Y | +66.0% | -10.6% | +76.6% | +60.3% |
| 5Y | +40.0% | +2.5% | +37.6% | +28.3% |
| 10Y | +166.9% | +148.7% | +18.2% | +93.9% |
| All | +804.2% | +7,948.2% | -7,144.0% | +237.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded HUM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling