+144.3%
IWM vs MSCI
+799.8%
-655.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.0% |
| 7D | +2.8% | -0.7% | +3.4% | +3.0% |
| 30D | +0.6% | +16.2% | -15.5% | -5.3% |
| 3M | -7.8% | +16.1% | -23.9% | -13.4% |
| 6M | -1.0% | +12.9% | -13.9% | -7.0% |
| YTD | +13.9% | +14.8% | -0.9% | +5.3% |
| 1Y | +15.4% | +13.8% | +1.7% | +7.1% |
| 3Y | +70.2% | +31.2% | +39.0% | +44.4% |
| 5Y | +23.7% | +5.6% | +18.1% | +11.7% |
| All | +144.3% | +799.8% | -655.5% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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