+165.3%
IWM vs MXL
+284.4%
-119.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.5% |
| 7D | -2.5% | +16.6% | -19.2% | -5.2% |
| 30D | -4.4% | +0.5% | -4.9% | -5.2% |
| 3M | +2.2% | -3.6% | +5.9% | -1.4% |
| 6M | +14.0% | +328.0% | -314.0% | -25.8% |
| YTD | +17.4% | +297.8% | -280.5% | -22.8% |
| 1Y | +22.9% | +339.4% | -316.5% | -21.9% |
| 3Y | +62.1% | +201.7% | -139.7% | -1.1% |
| 5Y | +38.2% | +32.8% | +5.4% | -2.0% |
| All | +165.3% | +284.4% | -119.1% | +20.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling