+129.8%
IWM vs MGY
+210.4%
-80.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -2.4% | +3.5% | -6.0% | -3.3% |
| 30D | -4.6% | +5.3% | -9.8% | -6.0% |
| 3M | -0.3% | +2.6% | -2.9% | -1.7% |
| 6M | +14.7% | -3.3% | +18.0% | +14.2% |
| YTD | +17.8% | +29.2% | -11.4% | +7.7% |
| 1Y | +21.2% | +18.0% | +3.2% | +13.4% |
| 3Y | +62.3% | +30.0% | +32.3% | +45.3% |
| 5Y | +38.7% | +92.7% | -54.0% | +6.6% |
| All | +129.8% | +210.4% | -80.6% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 10y: compounded portfolio wealth divided by compounded MGY 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…
10y analysis · Full analysis span regression · 6 months rolling