+167.5%
IWM vs M
-1.9%
+169.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.3% |
| 7D | +0.1% | +4.7% | -4.6% | -0.9% |
| 30D | -1.3% | -9.6% | +8.4% | +0.9% |
| 3M | +1.6% | +0.9% | +0.8% | +1.0% |
| 6M | +13.6% | +22.3% | -8.7% | +7.9% |
| YTD | +20.8% | +6.5% | +14.2% | +17.8% |
| 1Y | +26.4% | +38.8% | -12.4% | +15.9% |
| 3Y | +60.7% | +115.9% | -55.2% | +27.4% |
| 5Y | +38.2% | +28.6% | +9.6% | +16.4% |
| All | +167.5% | -1.9% | +169.4% | +92.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling