+515.8%
IWM vs MKTX
+1,471.0%
-955.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | +2.3% | +0.9% | +1.4% | +2.0% |
| 3M | -8.3% | +2.6% | -10.9% | -8.9% |
| 6M | -1.3% | +20.4% | -21.7% | -7.5% |
| YTD | +13.5% | -7.1% | +20.6% | +13.5% |
| 1Y | +18.4% | -2.8% | +21.2% | +16.9% |
| 3Y | +69.6% | -21.7% | +91.4% | +72.2% |
| 5Y | +23.3% | -54.5% | +77.8% | +41.6% |
| 10Y | +147.0% | +13.0% | +134.0% | +104.7% |
| All | +515.8% | +1,471.0% | -955.2% | +91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling