+143.5%
IWM vs NDAQ
+471.8%
-328.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.2% |
| 7D | +1.4% | +1.3% | +0.2% | +0.8% |
| 30D | +2.3% | +18.0% | -15.7% | -6.2% |
| 3M | -8.3% | +11.5% | -19.8% | -13.7% |
| 6M | -1.3% | +21.1% | -22.4% | -11.8% |
| YTD | +13.5% | +12.8% | +0.7% | +4.3% |
| 1Y | +18.4% | +25.7% | -7.3% | +2.3% |
| 3Y | +69.6% | +116.8% | -47.2% | +6.3% |
| 5Y | +23.3% | +67.3% | -44.0% | -12.3% |
| All | +143.5% | +471.8% | -328.2% | -13.1% |
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