+155.4%
IWM vs MA
+554.9%
-399.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.0% |
| 7D | +0.3% | +1.8% | -1.5% | -0.6% |
| 30D | +0.6% | +11.8% | -11.2% | -5.2% |
| 3M | -6.2% | +17.2% | -23.4% | -13.9% |
| 6M | -0.8% | +33.4% | -34.2% | -15.4% |
| YTD | +14.8% | +16.1% | -1.4% | +4.6% |
| 1Y | +16.1% | +19.9% | -3.8% | +3.9% |
| 3Y | +71.5% | +70.1% | +1.5% | +25.6% |
| 5Y | +25.8% | +89.6% | -63.9% | -14.5% |
| 10Y | +155.4% | +568.4% | -413.0% | -0.9% |
| All | +155.4% | +554.9% | -399.5% | -0.9% |
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