+161.3%
IWM vs MSCI
+799.4%
-638.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +2.9% |
| 7D | +1.2% | +1.5% | -0.2% | +0.6% |
| 30D | +1.3% | +14.4% | -13.1% | -4.1% |
| 3M | -6.1% | +15.2% | -21.3% | -11.5% |
| 6M | -0.1% | +11.2% | -11.3% | -5.5% |
| YTD | +15.5% | +13.9% | +1.6% | +7.2% |
| 1Y | +18.1% | +12.5% | +5.6% | +10.1% |
| 3Y | +74.6% | +32.3% | +42.4% | +47.6% |
| 5Y | +24.6% | +4.9% | +19.8% | +12.9% |
| 10Y | +161.3% | +779.7% | -618.4% | +5.2% |
| All | +161.3% | +799.4% | -638.1% | +5.2% |
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