+29.2%
IWM vs MNDY
-55.0%
+84.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.5% |
| 7D | +1.4% | -11.3% | +12.7% | +2.8% |
| 30D | +2.3% | -10.8% | +13.1% | +3.5% |
| 3M | -8.3% | -17.3% | +9.0% | -6.8% |
| 6M | -1.3% | +15.2% | -16.5% | -5.0% |
| YTD | +13.5% | -47.1% | +60.7% | +20.5% |
| 1Y | +18.4% | -51.4% | +69.8% | +27.2% |
| 3Y | +69.6% | -49.6% | +119.2% | +74.0% |
| 5Y | +23.3% | -78.6% | +101.8% | +22.8% |
| All | +29.2% | -55.0% | +84.1% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling