+104.9%
IWM vs MDB
+848.0%
-743.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.6% |
| 7D | -2.0% | -11.4% | +9.3% | -0.3% |
| 30D | -1.5% | -13.8% | +12.4% | +0.5% |
| 3M | -8.0% | -15.5% | +7.4% | -6.9% |
| 6M | -4.1% | +17.9% | -22.0% | -8.9% |
| YTD | +11.9% | -25.5% | +37.4% | +12.9% |
| 1Y | +15.0% | -12.1% | +27.1% | +12.4% |
| 3Y | +64.2% | -5.9% | +70.1% | +49.7% |
| 5Y | +20.4% | -43.7% | +64.1% | +9.8% |
| All | +104.9% | +848.0% | -743.0% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling