+20.7%
IWM vs MTB
+64.2%
-43.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.4% |
| 7D | -2.0% | -1.3% | -0.7% | -1.4% |
| 30D | -1.5% | +0.5% | -2.0% | -1.7% |
| 3M | -8.0% | -12.4% | +4.4% | -2.2% |
| 6M | -4.1% | +1.5% | -5.6% | -5.2% |
| YTD | +11.9% | +10.3% | +1.6% | +6.1% |
| 1Y | +15.0% | +22.2% | -7.2% | +3.8% |
| 3Y | +64.2% | +96.9% | -32.7% | +19.2% |
| All | +20.7% | +64.2% | -43.5% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling