+23.7%
IWM vs MA
+88.8%
-65.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.0% |
| 7D | +2.8% | -0.5% | +3.3% | +3.0% |
| 30D | +0.6% | +7.9% | -7.3% | -3.2% |
| 3M | -7.8% | +16.8% | -24.5% | -14.9% |
| 6M | -1.0% | +31.0% | -32.0% | -14.4% |
| YTD | +13.9% | +15.0% | -1.2% | +5.0% |
| 1Y | +15.4% | +17.0% | -1.6% | +5.3% |
| 3Y | +70.2% | +68.5% | +1.8% | +23.4% |
| 5Y | +23.7% | +85.0% | -61.3% | -17.6% |
| All | +23.7% | +88.8% | -65.2% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling