+165.3%
IWM vs MKC
+29.3%
+136.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -2.5% | -2.8% | +0.3% | -1.8% |
| 30D | -4.4% | -3.4% | -1.0% | -3.7% |
| 3M | +2.2% | +3.8% | -1.5% | +0.9% |
| 6M | +14.0% | -17.9% | +32.0% | +19.4% |
| YTD | +17.4% | -23.6% | +41.0% | +24.8% |
| 1Y | +22.9% | -23.1% | +46.0% | +30.1% |
| 3Y | +62.1% | -31.5% | +93.6% | +75.4% |
| 5Y | +38.2% | -33.1% | +71.2% | +47.9% |
| All | +165.3% | +29.3% | +136.0% | +144.3% |
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