+23.7%
IWM vs M
-4.1%
+27.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.4% | -1.1% |
| 7D | +2.8% | +0.6% | +2.2% | +2.5% |
| 30D | +0.6% | +7.0% | -6.4% | -1.2% |
| 3M | -7.8% | +3.1% | -10.9% | -8.8% |
| 6M | -1.0% | +33.5% | -34.5% | -8.4% |
| YTD | +13.9% | +13.4% | +0.5% | +8.9% |
| 1Y | +15.4% | +22.4% | -7.0% | +8.1% |
| 3Y | +70.2% | +150.9% | -80.7% | +25.5% |
| 5Y | +23.7% | -3.0% | +26.7% | +7.5% |
| All | +23.7% | -4.1% | +27.8% | +7.5% |
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