+121.1%
IWM vs MDB
+1,017.4%
-896.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.9% |
| 7D | +0.1% | -17.4% | +17.5% | +2.8% |
| 30D | -1.3% | -2.0% | +0.8% | -1.5% |
| 3M | +1.6% | -3.0% | +4.6% | +1.1% |
| 6M | +13.6% | +48.7% | -35.1% | +4.5% |
| YTD | +20.8% | -12.1% | +32.9% | +19.7% |
| 1Y | +26.4% | +14.5% | +11.9% | +19.4% |
| 3Y | +60.7% | -6.1% | +66.8% | +47.8% |
| 5Y | +38.2% | -27.3% | +65.5% | +21.8% |
| All | +121.1% | +1,017.4% | -896.3% | +21.2% |
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