+389.8%
IWM vs MELI
+9,180.3%
-8,790.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | -1.3% | +2.9% | -4.2% | -2.2% |
| 3M | +1.6% | +21.0% | -19.4% | -3.3% |
| 6M | +13.6% | +11.8% | +1.7% | +9.5% |
| YTD | +20.8% | -1.8% | +22.5% | +19.6% |
| 1Y | +26.4% | -18.2% | +44.6% | +30.1% |
| 3Y | +60.7% | +39.2% | +21.5% | +41.8% |
| 5Y | +38.2% | +1.7% | +36.5% | +22.3% |
| 10Y | +169.5% | +967.1% | -797.6% | +21.2% |
| All | +389.8% | +9,180.3% | -8,790.4% | +5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling