+407.6%
IWM vs MXL
+210.8%
+196.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | +0.6% |
| 7D | +1.4% | +13.4% | -12.0% | -1.0% |
| 30D | +2.3% | -29.2% | +31.5% | +6.9% |
| 3M | -8.3% | -27.2% | +18.9% | -6.3% |
| 6M | -1.3% | -36.4% | +35.1% | -0.8% |
| YTD | +13.5% | +220.0% | -206.5% | -23.7% |
| 1Y | +18.4% | +304.8% | -286.4% | -24.5% |
| 3Y | +69.6% | +238.5% | -168.9% | -0.1% |
| 5Y | +23.3% | -18.8% | +42.0% | -5.6% |
| 10Y | +147.0% | +163.1% | -16.1% | +30.0% |
| All | +407.6% | +210.8% | +196.9% | +128.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling