+18.9%
IWM vs MXL
+276.5%
-257.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -11.1% | +12.6% | +2.0% |
| 7D | +1.0% | -24.3% | +25.3% | +2.3% |
| 30D | +0.2% | -46.1% | +46.3% | +3.0% |
| 3M | -5.6% | -21.8% | +16.2% | -5.1% |
| 6M | +2.7% | -27.2% | +29.9% | +2.6% |
| YTD | +16.2% | +226.2% | -210.0% | -6.6% |
| 1Y | +18.9% | +297.0% | -278.0% | -10.9% |
| All | +18.9% | +276.5% | -257.5% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling