+436.3%
IWM vs MA
+15,793.6%
-15,357.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.8% |
| 7D | +0.1% | -2.7% | +2.8% | +1.3% |
| 30D | -1.3% | +1.5% | -2.8% | -2.1% |
| 3M | +1.6% | +20.4% | -18.8% | -7.0% |
| 6M | +13.6% | +11.1% | +2.4% | +7.3% |
| YTD | +20.8% | +2.0% | +18.8% | +18.3% |
| 1Y | +26.4% | -2.2% | +28.6% | +25.9% |
| 3Y | +60.7% | +41.9% | +18.8% | +34.5% |
| 5Y | +38.2% | +75.4% | -37.2% | +3.9% |
| 10Y | +169.5% | +527.5% | -358.1% | +15.4% |
| All | +436.3% | +15,793.6% | -15,357.2% | -10.2% |
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