+808.3%
IWM vs IVZ
+211.9%
+596.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | +0.1% | +0.6% | -0.6% | -0.2% |
| 30D | -1.3% | +4.0% | -5.3% | -2.8% |
| 3M | +1.6% | +18.2% | -16.6% | -5.1% |
| 6M | +13.6% | +32.8% | -19.3% | +1.1% |
| YTD | +20.8% | +28.7% | -8.0% | +8.4% |
| 1Y | +26.4% | +55.4% | -29.0% | +5.4% |
| 3Y | +60.7% | +135.2% | -74.5% | +11.9% |
| 5Y | +38.2% | +64.2% | -26.0% | +7.4% |
| 10Y | +169.5% | +64.6% | +104.9% | +90.5% |
| All | +808.3% | +211.9% | +596.4% | +348.3% |
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