+25.9%
IWM vs IWD
+74.1%
-48.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.3% |
| 7D | -0.3% | -0.6% | +0.2% | +0.5% |
| 30D | +1.9% | +3.6% | -1.7% | -2.8% |
| 3M | -5.7% | +2.7% | -8.4% | -9.0% |
| 6M | -0.3% | +13.2% | -13.5% | -15.6% |
| YTD | +15.8% | +26.8% | -11.0% | -15.6% |
| 1Y | +17.1% | +29.3% | -12.2% | -16.8% |
| 3Y | +73.1% | +85.1% | -12.1% | -22.1% |
| 5Y | +25.9% | +74.2% | -48.3% | -37.9% |
| All | +25.9% | +74.1% | -48.2% | -37.9% |
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