+24.0%
IWM vs IVZ
+50.2%
-26.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | -1.1% | +1.2% | -2.3% | -1.6% |
| 30D | -3.1% | +1.8% | -4.9% | -3.8% |
| 3M | +2.2% | +15.7% | -13.5% | -3.6% |
| 6M | +15.1% | +36.3% | -21.3% | +1.3% |
| YTD | +18.6% | +24.9% | -6.4% | +6.8% |
| 1Y | +24.0% | +48.9% | -25.0% | +0.7% |
| All | +24.0% | +50.2% | -26.2% | +0.7% |
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