+23.8%
IWM vs MDB
-41.3%
+65.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | +1.4% | +6.8% | -5.4% | +0.4% |
| 30D | +2.3% | -6.2% | +8.5% | +3.0% |
| 3M | -8.3% | -29.2% | +20.9% | -4.5% |
| 6M | -1.3% | +10.3% | -11.6% | -5.1% |
| YTD | +13.5% | -20.4% | +33.9% | +13.4% |
| 1Y | +18.4% | -4.8% | +23.2% | +14.3% |
| 3Y | +69.6% | -11.6% | +81.2% | +56.2% |
| All | +23.8% | -41.3% | +65.1% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 5y: compounded portfolio wealth divided by compounded MDB 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…
5y analysis · Full analysis span regression · 6 months rolling