+397.1%
IWM vs MA
+17,837.3%
-17,440.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -2.0% | +2.3% | -4.3% | -3.1% |
| 30D | -1.5% | +14.7% | -16.1% | -7.4% |
| 3M | -8.0% | +13.5% | -21.5% | -13.4% |
| 6M | -4.1% | +33.1% | -37.2% | -16.4% |
| YTD | +11.9% | +15.1% | -3.1% | +3.7% |
| 1Y | +15.0% | +18.7% | -3.7% | +4.9% |
| 3Y | +64.2% | +72.1% | -7.9% | +25.9% |
| 5Y | +20.4% | +92.8% | -72.4% | -13.1% |
| 10Y | +168.0% | +571.6% | -403.7% | +10.9% |
| All | +397.1% | +17,837.3% | -17,440.2% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling