+161.6%
IWM vs MA
+561.7%
-400.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -2.0% | +2.3% | -4.3% | -3.2% |
| 30D | -1.5% | +14.7% | -16.1% | -8.3% |
| 3M | -8.0% | +13.5% | -21.5% | -14.2% |
| 6M | -4.1% | +33.1% | -37.2% | -18.2% |
| YTD | +11.9% | +15.1% | -3.1% | +2.5% |
| 1Y | +15.0% | +18.7% | -3.7% | +3.4% |
| 3Y | +64.2% | +72.1% | -7.9% | +19.5% |
| 5Y | +20.4% | +92.8% | -72.4% | -18.9% |
| All | +161.6% | +561.7% | -400.1% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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