+40.1%
IWM vs MKC
-34.1%
+74.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | +1.4% | -4.3% | +5.8% | +2.1% |
| 30D | -2.3% | -2.0% | -0.3% | -2.0% |
| 3M | +4.0% | +10.0% | -6.0% | +2.0% |
| 6M | +17.9% | -18.5% | +36.5% | +22.3% |
| YTD | +20.2% | -22.4% | +42.6% | +25.6% |
| 1Y | +25.0% | -23.6% | +48.6% | +30.8% |
| 3Y | +66.0% | -30.4% | +96.4% | +76.0% |
| All | +40.1% | -34.1% | +74.3% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling