+733.6%
IWM vs M
+166.4%
+567.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.9% | +1.3% | -3.0% |
| 7D | -4.6% | -2.1% | -2.4% | -4.1% |
| 30D | -3.7% | +7.7% | -11.4% | -5.8% |
| 3M | -9.4% | -4.4% | -5.0% | -8.7% |
| 6M | -3.6% | +27.5% | -31.1% | -10.9% |
| YTD | +10.8% | +12.8% | -1.9% | +5.3% |
| 1Y | +11.9% | +20.7% | -8.9% | +4.0% |
| 3Y | +60.6% | +111.3% | -50.7% | +19.7% |
| 5Y | +19.2% | -6.3% | +25.5% | +4.5% |
| 10Y | +165.3% | +1.5% | +163.9% | +81.6% |
| All | +733.6% | +166.4% | +567.2% | +209.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling