+64.2%
IWM vs MP
+114.3%
-50.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -4.0% | +0.5% |
| 7D | -2.0% | -10.5% | +8.5% | -0.9% |
| 30D | -1.5% | -23.5% | +22.1% | +1.3% |
| 3M | -8.0% | -25.4% | +17.4% | -5.4% |
| 6M | -4.1% | -51.3% | +47.2% | +2.6% |
| YTD | +11.9% | -29.9% | +41.8% | +14.4% |
| 1Y | +15.0% | -31.8% | +46.9% | +17.5% |
| 3Y | +64.2% | +127.0% | -62.8% | +26.3% |
| All | +64.2% | +114.3% | -50.1% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling