+770.9%
IWM vs MAR
+3,194.9%
-2,424.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.3% | +1.0% | -1.3% | -0.8% |
| 30D | +1.9% | +16.2% | -14.3% | -5.2% |
| 3M | -5.7% | +23.1% | -28.8% | -14.7% |
| 6M | -0.3% | +22.0% | -22.2% | -10.0% |
| YTD | +15.8% | +39.2% | -23.4% | -2.4% |
| 1Y | +17.1% | +48.3% | -31.2% | -4.3% |
| 3Y | +73.1% | +123.4% | -50.3% | +15.5% |
| 5Y | +25.9% | +185.4% | -159.5% | -26.8% |
| 10Y | +151.9% | +539.2% | -387.3% | -9.3% |
| All | +770.9% | +3,194.9% | -2,424.0% | +31.0% |
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