+804.2%
IWM vs MCO
+5,227.0%
-4,422.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.6% |
| 7D | +1.4% | -2.7% | +4.1% | +2.6% |
| 30D | -2.3% | +0.9% | -3.2% | -2.8% |
| 3M | +4.0% | +8.7% | -4.7% | -0.4% |
| 6M | +17.9% | +2.4% | +15.5% | +15.5% |
| YTD | +20.2% | -5.2% | +25.4% | +20.9% |
| 1Y | +25.0% | -4.4% | +29.3% | +24.8% |
| 3Y | +66.0% | +45.1% | +20.9% | +36.9% |
| 5Y | +40.0% | +31.5% | +8.6% | +19.0% |
| 10Y | +166.9% | +380.7% | -213.9% | +27.9% |
| All | +804.2% | +5,227.0% | -4,422.9% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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