+166.4%
IWM vs ITW
+194.8%
-28.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.3% |
| 7D | -2.4% | -0.7% | -1.7% | -2.0% |
| 30D | -4.6% | -8.3% | +3.8% | +0.9% |
| 3M | -0.3% | +6.0% | -6.3% | -4.6% |
| 6M | +14.7% | 0.0% | +14.7% | +13.8% |
| YTD | +17.8% | +10.2% | +7.6% | +9.1% |
| 1Y | +21.2% | +3.2% | +18.0% | +16.9% |
| 3Y | +62.3% | +21.0% | +41.4% | +40.5% |
| 5Y | +38.7% | +37.9% | +0.8% | +9.0% |
| All | +166.4% | +194.8% | -28.5% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 10y: compounded portfolio wealth divided by compounded ITW 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…
10y analysis · Full analysis span regression · 6 months rolling