+552.1%
IWM vs MKTX
+1,445.7%
-893.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | -2.3% | +1.0% | -3.3% | -2.5% |
| 3M | +4.0% | +41.3% | -37.3% | -6.5% |
| 6M | +17.9% | -11.3% | +29.3% | +19.8% |
| YTD | +20.2% | -8.6% | +28.8% | +20.8% |
| 1Y | +25.0% | -11.1% | +36.0% | +26.1% |
| 3Y | +66.0% | -24.5% | +90.5% | +69.4% |
| 5Y | +40.0% | -61.4% | +101.5% | +68.2% |
| 10Y | +166.9% | +6.8% | +160.0% | +124.6% |
| All | +552.1% | +1,445.7% | -893.5% | +103.7% |
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