+763.2%
IWM vs IVZ
+172.3%
+590.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | +0.3% | +2.2% | -1.9% | -0.6% |
| 30D | +0.6% | -2.2% | +2.8% | +1.3% |
| 3M | -6.2% | -8.4% | +2.2% | -3.4% |
| 6M | -0.8% | +6.2% | -6.9% | -3.8% |
| YTD | +14.8% | +12.4% | +2.4% | +8.2% |
| 1Y | +16.1% | +26.0% | -9.9% | +4.7% |
| 3Y | +71.5% | +147.9% | -76.3% | +17.0% |
| 5Y | +25.8% | +38.8% | -13.0% | +4.2% |
| 10Y | +155.4% | +44.6% | +110.8% | +89.3% |
| All | +763.2% | +172.3% | +590.9% | +347.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling