+69.6%
IWM vs MMM
+158.4%
-88.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | 0.0% |
| 7D | +1.4% | -0.4% | +1.8% | +1.6% |
| 30D | +2.3% | +12.1% | -9.9% | -1.7% |
| 3M | -8.3% | +1.4% | -9.7% | -8.9% |
| 6M | -1.3% | +26.6% | -27.9% | -9.3% |
| YTD | +13.5% | +16.8% | -3.3% | +6.7% |
| 1Y | +18.4% | +10.1% | +8.3% | +13.6% |
| 3Y | +69.6% | +158.4% | -88.8% | +22.3% |
| All | +69.6% | +158.4% | -88.8% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 3y: compounded portfolio wealth divided by compounded MMM 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…
3y analysis · Full analysis span regression · 6 months rolling