+17.1%
IWM vs MSCI
+15.9%
+1.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.9% |
| 7D | -0.3% | -1.9% | +1.6% | -0.2% |
| 30D | +1.9% | +16.5% | -14.6% | +1.2% |
| 3M | -5.7% | +18.2% | -23.9% | -6.4% |
| 6M | -0.3% | +14.0% | -14.3% | -1.2% |
| YTD | +15.8% | +16.6% | -0.8% | +13.1% |
| 1Y | +17.1% | +14.8% | +2.3% | +18.6% |
| All | +17.1% | +15.9% | +1.2% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling