+37.4%
IWM vs MNDY
-47.4%
+84.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.7% | +1.1% |
| 7D | +0.1% | -9.6% | +9.7% | +1.4% |
| 30D | -1.3% | -0.4% | -0.8% | -1.5% |
| 3M | +1.6% | +4.3% | -2.7% | +0.3% |
| 6M | +13.6% | +19.8% | -6.2% | +9.1% |
| YTD | +20.8% | -38.3% | +59.0% | +26.5% |
| 1Y | +26.4% | -50.1% | +76.5% | +35.9% |
| 3Y | +60.7% | -48.4% | +109.1% | +65.2% |
| 5Y | +38.2% | -76.0% | +114.2% | +35.9% |
| All | +37.4% | -47.4% | +84.8% | +37.2% |
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