+143.5%
IWM vs ITW
+192.7%
-49.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | +1.4% | +2.3% | -0.9% | -0.1% |
| 30D | +2.3% | +6.7% | -4.4% | -2.0% |
| 3M | -8.3% | -0.5% | -7.8% | -8.2% |
| 6M | -1.3% | +16.4% | -17.7% | -11.4% |
| YTD | +13.5% | +19.0% | -5.4% | -0.2% |
| 1Y | +18.4% | +20.2% | -1.8% | +3.3% |
| 3Y | +69.6% | +33.1% | +36.5% | +37.7% |
| 5Y | +23.3% | +35.7% | -12.4% | -2.4% |
| All | +143.5% | +192.7% | -49.1% | +17.6% |
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