+165.3%
IWM vs MO
+114.1%
+51.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.4% |
| 7D | -2.5% | -1.0% | -1.5% | -2.3% |
| 30D | -4.4% | +5.8% | -10.2% | -6.1% |
| 3M | +2.2% | -4.5% | +6.8% | +3.1% |
| 6M | +14.0% | +5.7% | +8.3% | +10.7% |
| YTD | +17.4% | +23.1% | -5.8% | +7.9% |
| 1Y | +22.9% | +10.9% | +12.0% | +16.7% |
| 3Y | +62.1% | +96.1% | -34.1% | +21.9% |
| 5Y | +38.2% | +100.1% | -61.9% | +1.5% |
| All | +165.3% | +114.1% | +51.2% | +76.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling