+38.2%
IWM vs ITOT
+71.8%
-33.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.3% |
| 7D | -2.5% | -2.0% | -0.5% | -0.2% |
| 30D | -4.4% | -2.0% | -2.5% | -2.2% |
| 3M | +2.2% | +4.5% | -2.3% | -2.8% |
| 6M | +14.0% | +12.6% | +1.4% | -0.3% |
| YTD | +17.4% | +12.0% | +5.4% | +3.4% |
| 1Y | +22.9% | +17.3% | +5.7% | +3.0% |
| 3Y | +62.1% | +75.2% | -13.2% | -12.9% |
| 5Y | +38.2% | +74.0% | -35.9% | -23.7% |
| All | +38.2% | +71.8% | -33.7% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling