+20.7%
IWM vs IVZ
+28.6%
-7.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.0% | -2.4% | +0.4% | -1.0% |
| 30D | -1.5% | -11.2% | +9.8% | +3.8% |
| 3M | -8.0% | -14.0% | +6.0% | -1.9% |
| 6M | -4.1% | +0.5% | -4.6% | -5.4% |
| YTD | +11.9% | +5.4% | +6.5% | +6.9% |
| 1Y | +15.0% | +19.5% | -4.4% | +3.3% |
| 3Y | +64.2% | +128.7% | -64.5% | +3.2% |
| All | +20.7% | +28.6% | -7.9% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling