+166.4%
IWM vs MKSI
+524.1%
-357.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.3% |
| 7D | -2.4% | +2.7% | -5.1% | -3.3% |
| 30D | -4.6% | -12.8% | +8.2% | -0.6% |
| 3M | -0.3% | -22.5% | +22.2% | +5.3% |
| 6M | +14.7% | +19.4% | -4.7% | +3.9% |
| YTD | +17.8% | +67.7% | -49.9% | -5.7% |
| 1Y | +21.2% | +131.4% | -110.2% | -14.3% |
| 3Y | +62.3% | +197.3% | -135.0% | -2.8% |
| 5Y | +38.7% | +87.0% | -48.2% | -6.2% |
| All | +166.4% | +524.1% | -357.7% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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