+166.4%
IWM vs MTUM
+357.8%
-191.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.6% |
| 7D | -2.4% | +0.7% | -3.1% | -3.0% |
| 30D | -4.6% | -2.4% | -2.1% | -2.8% |
| 3M | -0.3% | -3.6% | +3.4% | +1.1% |
| 6M | +14.7% | +23.7% | -8.9% | -6.1% |
| YTD | +17.8% | +22.9% | -5.1% | -3.2% |
| 1Y | +21.2% | +21.8% | -0.5% | +0.3% |
| 3Y | +62.3% | +114.4% | -52.1% | -18.1% |
| 5Y | +38.7% | +79.6% | -40.8% | -18.8% |
| All | +166.4% | +357.8% | -191.5% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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