+151.9%
IWM vs MA
+574.5%
-422.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | -0.3% | -1.8% | +1.4% | +0.6% |
| 30D | +1.9% | +11.0% | -9.2% | -3.6% |
| 3M | -5.7% | +17.9% | -23.6% | -13.7% |
| 6M | -0.3% | +33.2% | -33.4% | -14.9% |
| YTD | +15.8% | +16.5% | -0.7% | +5.4% |
| 1Y | +17.1% | +19.1% | -2.0% | +5.1% |
| 3Y | +73.1% | +70.6% | +2.5% | +26.6% |
| 5Y | +25.9% | +92.1% | -66.2% | -15.0% |
| 10Y | +151.9% | +569.6% | -417.7% | -2.4% |
| All | +151.9% | +574.5% | -422.6% | -2.4% |
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