+69.2%
IWM vs IVZ
+130.4%
-61.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.0% | -2.4% | +0.4% | -1.1% |
| 30D | -1.5% | -11.2% | +9.8% | +3.4% |
| 3M | -8.0% | -14.0% | +6.0% | -2.4% |
| 6M | -4.1% | +0.5% | -4.6% | -5.3% |
| YTD | +11.9% | +5.4% | +6.5% | +7.3% |
| 1Y | +15.0% | +19.5% | -4.4% | +4.0% |
| All | +69.2% | +130.4% | -61.2% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling