+115.0%
IWM vs MP
+262.7%
-147.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.1% | +6.6% | +2.2% |
| 7D | +1.0% | -12.5% | +13.5% | +2.9% |
| 30D | +0.2% | -23.3% | +23.6% | +3.9% |
| 3M | -5.6% | -24.4% | +18.7% | -2.3% |
| 6M | +2.7% | -45.8% | +48.5% | +10.7% |
| YTD | +16.2% | -28.9% | +45.1% | +19.0% |
| 1Y | +18.9% | -34.6% | +53.5% | +22.6% |
| 3Y | +68.3% | +118.7% | -50.4% | +28.6% |
| 5Y | +26.7% | -3.1% | +29.7% | +7.8% |
| All | +115.0% | +262.7% | -147.7% | +49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling