+38.2%
IWM vs ITW
+33.8%
+4.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.4% | -0.2% |
| 7D | -1.1% | -1.9% | +0.7% | +0.1% |
| 30D | -3.1% | -10.4% | +7.3% | +4.2% |
| 3M | +2.2% | +3.5% | -1.3% | -0.9% |
| 6M | +15.1% | -3.4% | +18.4% | +16.7% |
| YTD | +18.6% | +8.5% | +10.0% | +10.2% |
| 1Y | +24.0% | +3.2% | +20.7% | +19.1% |
| 3Y | +63.7% | +18.9% | +44.8% | +40.8% |
| 5Y | +38.2% | +35.0% | +3.2% | +3.3% |
| All | +38.2% | +33.8% | +4.4% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling