+171.7%
IWM vs MTB
+172.8%
-1.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -1.1% | +1.1% | -2.2% | -1.6% |
| 30D | -3.1% | -4.6% | +1.5% | -1.0% |
| 3M | +2.2% | +6.3% | -4.0% | -0.9% |
| 6M | +15.1% | +15.6% | -0.5% | +7.2% |
| YTD | +18.6% | +20.6% | -2.0% | +8.1% |
| 1Y | +24.0% | +22.5% | +1.5% | +12.0% |
| 3Y | +63.7% | +114.4% | -50.7% | +13.3% |
| 5Y | +38.2% | +101.9% | -63.7% | -5.2% |
| 10Y | +171.7% | +170.4% | +1.3% | +48.1% |
| All | +171.7% | +172.8% | -1.1% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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