+741.9%
IWM vs MAR
+3,097.3%
-2,355.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -2.0% | +4.3% | -6.3% | -4.0% |
| 30D | -1.5% | +16.8% | -18.3% | -8.5% |
| 3M | -8.0% | +16.0% | -24.0% | -14.4% |
| 6M | -4.1% | +16.5% | -20.6% | -11.5% |
| YTD | +11.9% | +35.0% | -23.1% | -4.3% |
| 1Y | +15.0% | +49.4% | -34.3% | -6.4% |
| 3Y | +64.2% | +124.1% | -59.9% | +9.4% |
| 5Y | +20.4% | +159.2% | -138.8% | -26.7% |
| 10Y | +168.0% | +553.9% | -386.0% | -4.6% |
| All | +741.9% | +3,097.3% | -2,355.4% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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