+808.3%
IWM vs MMM
+866.4%
-58.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +0.1% | -3.3% | +3.4% | +2.1% |
| 30D | -1.3% | -7.0% | +5.8% | +3.0% |
| 3M | +1.6% | +10.8% | -9.2% | -4.8% |
| 6M | +13.6% | +5.8% | +7.8% | +8.9% |
| YTD | +20.8% | +6.8% | +14.0% | +14.4% |
| 1Y | +26.4% | +10.4% | +16.0% | +16.8% |
| 3Y | +60.7% | +104.7% | -44.0% | -3.3% |
| 5Y | +38.2% | +23.6% | +14.6% | +12.2% |
| 10Y | +169.5% | +54.1% | +115.4% | +78.5% |
| All | +808.3% | +866.4% | -58.2% | +130.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling