+753.8%
IWM vs MO
+5,682.9%
-4,929.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | +1.4% | +3.3% | -1.9% | +0.4% |
| 30D | +2.3% | +7.5% | -5.3% | -0.1% |
| 3M | -8.3% | +22.8% | -31.1% | -14.3% |
| 6M | -1.3% | +13.4% | -14.7% | -6.0% |
| YTD | +13.5% | +43.0% | -29.5% | -0.4% |
| 1Y | +18.4% | +45.2% | -26.8% | +3.4% |
| 3Y | +69.6% | +145.5% | -75.9% | +21.8% |
| 5Y | +23.3% | +157.1% | -133.8% | -13.9% |
| 10Y | +147.0% | +153.3% | -6.4% | +67.1% |
| All | +753.8% | +5,682.9% | -4,929.0% | +237.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling