+166.9%
IWM vs NDAQ
+372.3%
-205.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.5% |
| 7D | +1.4% | -2.6% | +4.0% | +2.7% |
| 30D | -2.3% | +0.5% | -2.8% | -2.7% |
| 3M | +4.0% | +9.9% | -5.9% | -1.9% |
| 6M | +17.9% | +8.2% | +9.7% | +11.5% |
| YTD | +20.2% | -1.5% | +21.7% | +18.8% |
| 1Y | +25.0% | +1.3% | +23.6% | +21.2% |
| 3Y | +66.0% | +92.6% | -26.6% | +10.5% |
| 5Y | +40.0% | +53.8% | -13.8% | +3.8% |
| 10Y | +166.9% | +376.0% | -209.1% | +8.1% |
| All | +166.9% | +372.3% | -205.5% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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