+114.3%
IWM vs MP
+271.0%
-156.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | -0.3% | +2.3% | -2.6% | -0.7% |
| 30D | +1.9% | -15.3% | +17.2% | +4.2% |
| 3M | -5.7% | -33.5% | +27.8% | -0.5% |
| 6M | -0.3% | -45.5% | +45.2% | +7.4% |
| YTD | +15.8% | -27.3% | +43.1% | +18.2% |
| 1Y | +17.1% | -40.7% | +57.8% | +22.6% |
| 3Y | +73.1% | +145.9% | -72.8% | +29.6% |
| 5Y | +25.9% | -13.9% | +39.8% | +8.7% |
| All | +114.3% | +271.0% | -156.7% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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