+770.9%
IWM vs M
+173.7%
+597.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | -0.3% | -3.3% | +3.0% | +0.5% |
| 30D | +1.9% | +8.1% | -6.2% | -0.6% |
| 3M | -5.7% | +2.2% | -7.9% | -6.8% |
| 6M | -0.3% | +35.1% | -35.4% | -9.3% |
| YTD | +15.8% | +15.8% | 0.0% | +9.1% |
| 1Y | +17.1% | +25.8% | -8.8% | +7.5% |
| 3Y | +73.1% | +156.2% | -83.2% | +22.2% |
| 5Y | +25.9% | -2.4% | +28.2% | +9.0% |
| 10Y | +151.9% | -7.1% | +159.0% | +77.9% |
| All | +770.9% | +173.7% | +597.2% | +220.8% |
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