+143.5%
IWM vs MSCI
+811.9%
-668.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.7% | -0.9% |
| 7D | +1.4% | +3.0% | -1.6% | +0.2% |
| 30D | +2.3% | +17.8% | -15.5% | -4.3% |
| 3M | -8.3% | +15.2% | -23.5% | -13.6% |
| 6M | -1.3% | +16.5% | -17.8% | -8.4% |
| YTD | +13.5% | +16.4% | -2.9% | +4.4% |
| 1Y | +18.4% | +16.8% | +1.6% | +8.7% |
| 3Y | +69.6% | +35.8% | +33.9% | +41.8% |
| 5Y | +23.3% | +7.0% | +16.3% | +10.7% |
| All | +143.5% | +811.9% | -668.3% | -8.5% |
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