+20.0%
IWM vs IWD
+68.9%
-48.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.5% |
| 7D | -2.0% | -0.5% | -1.6% | -1.4% |
| 30D | -1.5% | +2.7% | -4.1% | -4.8% |
| 3M | -8.0% | +0.9% | -8.9% | -9.1% |
| 6M | -4.1% | +10.5% | -14.6% | -16.2% |
| YTD | +11.9% | +23.7% | -11.8% | -15.7% |
| 1Y | +15.0% | +28.7% | -13.7% | -17.8% |
| 3Y | +64.2% | +79.7% | -15.5% | -23.2% |
| All | +20.0% | +68.9% | -48.9% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling