+63.3%
IWM vs ITOT
+75.4%
-12.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -0.7% |
| 7D | -1.1% | -0.4% | -0.8% | -0.7% |
| 30D | -3.1% | -1.6% | -1.5% | -1.3% |
| 3M | +2.2% | +3.5% | -1.3% | -1.9% |
| 6M | +15.1% | +13.1% | +1.9% | -0.3% |
| YTD | +18.6% | +12.7% | +5.8% | +3.2% |
| 1Y | +24.0% | +18.3% | +5.7% | +2.2% |
| All | +63.3% | +75.4% | -12.1% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 3y: compounded portfolio wealth divided by compounded ITOT 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…
3y analysis · Full analysis span regression · 6 months rolling