+143.5%
IWM vs MTB
+115.1%
+28.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | +1.4% | +1.5% | -0.1% | +0.7% |
| 30D | +2.3% | +2.3% | -0.1% | +1.2% |
| 3M | -8.3% | -12.1% | +3.8% | -2.8% |
| 6M | -1.3% | +9.8% | -11.1% | -5.8% |
| YTD | +13.5% | +12.0% | +1.5% | +7.1% |
| 1Y | +18.4% | +22.0% | -3.6% | +7.3% |
| 3Y | +69.6% | +107.6% | -38.0% | +19.5% |
| 5Y | +23.3% | +61.9% | -38.6% | -6.0% |
| All | +143.5% | +115.1% | +28.4% | +55.4% |
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