+18.9%
IWM vs M
+36.6%
-17.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.6% | -6.1% | 0.0% |
| 7D | +1.0% | +8.3% | -7.3% | -0.6% |
| 30D | +0.2% | +14.2% | -13.9% | -2.5% |
| 3M | -5.6% | -1.1% | -4.5% | -5.5% |
| 6M | +2.7% | +36.6% | -33.9% | -4.3% |
| YTD | +16.2% | +19.8% | -3.6% | +10.0% |
| 1Y | +18.9% | +37.2% | -18.2% | +7.3% |
| All | +18.9% | +36.6% | -17.6% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling