+770.9%
IWM vs MKC
+890.4%
-119.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -0.3% | -7.0% | +6.7% | +2.5% |
| 30D | +1.9% | +4.1% | -2.2% | 0.0% |
| 3M | -5.7% | -10.3% | +4.6% | -2.3% |
| 6M | -0.3% | +1.7% | -2.0% | -2.4% |
| YTD | +15.8% | -29.1% | +44.9% | +29.5% |
| 1Y | +17.1% | -26.0% | +43.1% | +28.4% |
| 3Y | +73.1% | -21.5% | +94.5% | +80.6% |
| 5Y | +25.9% | -35.0% | +60.9% | +38.6% |
| 10Y | +151.9% | +25.6% | +126.3% | +90.5% |
| All | +770.9% | +890.4% | -119.5% | +209.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling