+741.9%
IWM vs IWD
+728.9%
+13.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | -2.0% | -0.5% | -1.6% | -1.5% |
| 30D | -1.5% | +2.7% | -4.1% | -4.2% |
| 3M | -8.0% | +0.9% | -8.9% | -8.9% |
| 6M | -4.1% | +10.5% | -14.6% | -14.1% |
| YTD | +11.9% | +23.7% | -11.8% | -11.3% |
| 1Y | +15.0% | +28.7% | -13.7% | -12.7% |
| 3Y | +64.2% | +79.7% | -15.5% | -12.2% |
| 5Y | +20.4% | +69.7% | -49.3% | -30.5% |
| 10Y | +168.0% | +211.4% | -43.4% | -18.2% |
| All | +741.9% | +728.9% | +13.0% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling