+741.9%
IWM vs MTB
+893.6%
-151.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.1% |
| YTD | +11.9% | +10.3% | +1.6% | +6.2% |
| 1Y | +15.0% | +22.2% | -7.2% | +3.9% |
| 3Y | +64.2% | +96.9% | -32.7% | +17.2% |
| 5Y | +20.4% | +64.3% | -43.9% | -9.8% |
| 10Y | +168.0% | +137.8% | +30.2% | +55.0% |
| All | +741.9% | +893.6% | -151.7% | +148.6% |
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