+38.2%
IWM vs MDY
+45.8%
-7.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.2% |
| 7D | -1.1% | -0.8% | -0.4% | -0.3% |
| 30D | -3.1% | -3.9% | +0.8% | +1.2% |
| 3M | +2.2% | 0.0% | +2.3% | +2.2% |
| 6M | +15.1% | +8.5% | +6.5% | +5.3% |
| YTD | +18.6% | +13.2% | +5.3% | +3.6% |
| 1Y | +24.0% | +15.0% | +9.0% | +6.6% |
| 3Y | +63.7% | +49.6% | +14.1% | +6.7% |
| 5Y | +38.2% | +46.0% | -7.8% | -6.6% |
| All | +38.2% | +45.8% | -7.6% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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