+20.0%
IWM vs M
-11.5%
+31.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +2.1% |
| 7D | -2.0% | -4.3% | +2.2% | -1.1% |
| 30D | -1.5% | +1.3% | -2.7% | -1.9% |
| 3M | -8.0% | -7.4% | -0.6% | -6.7% |
| 6M | -4.1% | +18.3% | -22.4% | -8.7% |
| YTD | +11.9% | +7.6% | +4.4% | +8.4% |
| 1Y | +15.0% | +17.4% | -2.4% | +8.8% |
| 3Y | +64.2% | +108.4% | -44.2% | +26.8% |
| All | +20.0% | -11.5% | +31.5% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling