+33.5%
IWM vs MNDY
-50.8%
+84.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.0% | -6.0% | -1.7% |
| 7D | -2.5% | -12.5% | +10.0% | -0.9% |
| 30D | -4.4% | -2.6% | -1.8% | -4.4% |
| 3M | +2.2% | +4.2% | -2.0% | +0.9% |
| 6M | +14.0% | +9.8% | +4.3% | +10.7% |
| YTD | +17.4% | -42.3% | +59.6% | +23.9% |
| 1Y | +22.9% | -54.5% | +77.5% | +33.8% |
| 3Y | +62.1% | -50.3% | +112.3% | +67.2% |
| 5Y | +38.2% | -77.1% | +115.3% | +37.0% |
| All | +33.5% | -50.8% | +84.3% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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