+71.5%
IWM vs IWD
+85.4%
-13.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.3% | +1.6% | -1.3% | -1.8% |
| 30D | +0.6% | +3.6% | -3.0% | -4.2% |
| 3M | -6.2% | +2.0% | -8.3% | -8.9% |
| 6M | -0.8% | +13.1% | -13.8% | -16.7% |
| YTD | +14.8% | +26.2% | -11.4% | -17.5% |
| 1Y | +16.1% | +29.6% | -13.4% | -19.5% |
| 3Y | +71.5% | +84.3% | -12.8% | -35.2% |
| All | +71.5% | +85.4% | -13.9% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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