+166.4%
IWM vs MKTX
+5.0%
+161.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -4.6% | +0.7% | -5.3% | -4.7% |
| 3M | -0.3% | +40.8% | -41.1% | -7.6% |
| 6M | +14.7% | -8.0% | +22.7% | +15.8% |
| YTD | +17.8% | -8.7% | +26.6% | +19.0% |
| 1Y | +21.2% | -11.8% | +33.1% | +23.0% |
| 3Y | +62.3% | -24.0% | +86.4% | +65.6% |
| 5Y | +38.7% | -60.3% | +99.0% | +61.2% |
| All | +166.4% | +5.0% | +161.3% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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