+808.3%
IWM vs IWD
+726.5%
+81.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +1.0% |
| 7D | +0.1% | -0.3% | +0.4% | +0.4% |
| 30D | -1.3% | +0.6% | -1.8% | -1.9% |
| 3M | +1.6% | +7.2% | -5.6% | -6.0% |
| 6M | +13.6% | +16.2% | -2.6% | -3.7% |
| YTD | +20.8% | +23.3% | -2.6% | -4.0% |
| 1Y | +26.4% | +29.6% | -3.2% | -4.6% |
| 3Y | +60.7% | +70.5% | -9.8% | -8.9% |
| 5Y | +38.2% | +73.5% | -35.3% | -22.1% |
| 10Y | +169.5% | +198.3% | -28.8% | -13.8% |
| All | +808.3% | +726.5% | +81.8% | +7.7% |
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