+143.5%
IWM vs MXL
+161.9%
-18.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | +0.6% |
| 7D | +1.4% | +13.4% | -12.0% | -0.9% |
| 30D | +2.3% | -29.2% | +31.5% | +6.8% |
| 3M | -8.3% | -27.2% | +18.9% | -6.4% |
| 6M | -1.3% | -36.4% | +35.1% | -0.9% |
| YTD | +13.5% | +220.0% | -206.5% | -24.7% |
| 1Y | +18.4% | +304.8% | -286.4% | -25.8% |
| 3Y | +69.6% | +238.5% | -168.9% | -3.4% |
| 5Y | +23.3% | -18.8% | +42.0% | -4.2% |
| All | +143.5% | +161.9% | -18.3% | +13.4% |
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