+18.9%
IWM vs IVZ
+30.5%
-11.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.2% | -2.7% | +0.1% |
| 7D | +1.0% | +2.6% | -1.7% | 0.0% |
| 30D | +0.2% | -3.5% | +3.7% | +1.3% |
| 3M | -5.6% | -7.4% | +1.8% | -3.4% |
| 6M | +2.7% | +14.7% | -12.0% | -3.0% |
| YTD | +16.2% | +14.6% | +1.5% | +8.0% |
| 1Y | +18.9% | +30.7% | -11.8% | +3.7% |
| All | +18.9% | +30.5% | -11.6% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling