+753.8%
IWM vs MDY
+982.7%
-228.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +1.4% | +2.3% | -0.8% | -0.9% |
| 30D | +2.3% | +2.0% | +0.3% | +0.2% |
| 3M | -8.3% | -5.6% | -2.7% | -2.5% |
| 6M | -1.3% | +1.3% | -2.6% | -2.5% |
| YTD | +13.5% | +12.3% | +1.2% | +0.7% |
| 1Y | +18.4% | +15.8% | +2.6% | +1.8% |
| 3Y | +69.6% | +56.5% | +13.1% | +7.4% |
| 5Y | +23.3% | +35.1% | -11.9% | -8.7% |
| 10Y | +147.0% | +167.4% | -20.4% | -9.7% |
| All | +753.8% | +982.7% | -228.9% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling