+529.5%
IWM vs ITOT
+875.1%
-345.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | +1.4% | +2.5% | -1.1% | -1.4% |
| 30D | +2.3% | -1.7% | +4.0% | +4.3% |
| 3M | -8.3% | -3.4% | -5.0% | -4.6% |
| 6M | -1.3% | +2.1% | -3.4% | -3.7% |
| YTD | +13.5% | +11.5% | +2.0% | +0.2% |
| 1Y | +18.4% | +13.6% | +4.8% | +2.3% |
| 3Y | +69.6% | +77.2% | -7.6% | -12.0% |
| 5Y | +23.3% | +64.4% | -41.1% | -30.0% |
| 10Y | +147.0% | +288.6% | -141.6% | -48.3% |
| All | +529.5% | +875.1% | -345.6% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling