+23.8%
IWM vs MSCI
+6.7%
+17.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.7% | -0.8% |
| 7D | +1.4% | +3.0% | -1.6% | +0.3% |
| 30D | +2.3% | +17.8% | -15.5% | -3.8% |
| 3M | -8.3% | +15.2% | -23.5% | -13.2% |
| 6M | -1.3% | +16.5% | -17.8% | -8.0% |
| YTD | +13.5% | +16.4% | -2.9% | +5.0% |
| 1Y | +18.4% | +16.8% | +1.6% | +9.3% |
| 3Y | +69.6% | +35.8% | +33.9% | +41.8% |
| All | +23.8% | +6.7% | +17.1% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling