+395.8%
IWM vs MSCI
+2,756.4%
-2,360.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | -1.3% | +0.6% | -1.8% | -1.6% |
| 3M | +1.6% | -7.1% | +8.7% | +3.7% |
| 6M | +13.6% | +0.8% | +12.7% | +11.6% |
| YTD | +20.8% | +1.0% | +19.8% | +17.8% |
| 1Y | +26.4% | +4.3% | +22.1% | +21.0% |
| 3Y | +60.7% | +9.9% | +50.7% | +47.2% |
| 5Y | +38.2% | -6.8% | +44.9% | +32.0% |
| 10Y | +169.5% | +614.7% | -445.2% | +4.1% |
| All | +395.8% | +2,756.4% | -2,360.6% | -2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling