+808.3%
IWM vs MTB
+994.4%
-186.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.1% | +1.7% | -1.6% | -0.7% |
| 30D | -1.3% | -4.2% | +2.9% | +0.7% |
| 3M | +1.6% | +8.9% | -7.3% | -2.6% |
| 6M | +13.6% | +10.9% | +2.7% | +7.8% |
| YTD | +20.8% | +21.5% | -0.7% | +9.5% |
| 1Y | +26.4% | +21.9% | +4.5% | +14.3% |
| 3Y | +60.7% | +109.2% | -48.6% | +11.1% |
| 5Y | +38.2% | +102.0% | -63.8% | -6.3% |
| 10Y | +169.5% | +171.9% | -2.5% | +46.2% |
| All | +808.3% | +994.4% | -186.1% | +156.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling