+18.9%
IWM vs MO
+45.9%
-26.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.7% |
| 7D | +1.0% | +6.9% | -5.9% | +1.8% |
| 30D | +0.2% | +14.9% | -14.7% | +2.1% |
| 3M | -5.6% | +16.4% | -22.1% | -3.6% |
| 6M | +2.7% | +9.6% | -6.9% | +4.4% |
| YTD | +16.2% | +41.8% | -25.7% | +19.2% |
| 1Y | +18.9% | +45.3% | -26.4% | +21.3% |
| All | +18.9% | +45.9% | -26.9% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 1y: compounded portfolio wealth divided by compounded MO 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…
1y analysis · Full analysis span regression · 6 months rolling