+143.5%
IWM vs MKC
+25.8%
+117.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | +1.4% | -3.0% | +4.4% | +2.2% |
| 30D | +2.3% | +4.8% | -2.5% | +0.9% |
| 3M | -8.3% | -12.8% | +4.5% | -5.4% |
| 6M | -1.3% | +5.0% | -6.3% | -3.5% |
| YTD | +13.5% | -29.1% | +42.6% | +22.7% |
| 1Y | +18.4% | -26.4% | +44.8% | +26.5% |
| 3Y | +69.6% | -21.6% | +91.2% | +74.8% |
| 5Y | +23.3% | -35.2% | +58.5% | +32.2% |
| All | +143.5% | +25.8% | +117.7% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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