+37.9%
IWM vs MELI
+2.1%
+35.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -2.4% | -4.1% | +1.7% | -1.5% |
| 30D | -4.6% | +3.8% | -8.3% | -5.5% |
| 3M | -0.3% | +17.8% | -18.1% | -4.5% |
| 6M | +14.7% | +7.4% | +7.3% | +11.7% |
| YTD | +17.8% | -5.8% | +23.7% | +17.9% |
| 1Y | +21.2% | -18.9% | +40.1% | +25.0% |
| 3Y | +62.3% | +33.3% | +29.0% | +43.6% |
| All | +37.9% | +2.1% | +35.9% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MELI.
Daily Out/Under-Performance
Portfolio return minus MELI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MELI 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 MELI 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