+19.2%
IWM vs MP
-13.9%
+33.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.0% | +1.5% | -3.7% |
| 7D | -4.6% | -19.0% | +14.4% | -1.5% |
| 30D | -3.7% | -30.5% | +26.8% | +1.6% |
| 3M | -9.4% | -29.6% | +20.2% | -4.9% |
| 6M | -3.6% | -50.4% | +46.8% | +5.8% |
| YTD | +10.8% | -33.2% | +44.0% | +14.7% |
| 1Y | +11.9% | -38.6% | +50.5% | +16.6% |
| 3Y | +60.6% | +105.5% | -44.9% | +16.4% |
| 5Y | +19.2% | -7.8% | +27.0% | +0.4% |
| All | +19.2% | -13.9% | +33.1% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling