+15.4%
IWM vs NDAQ
+25.3%
-9.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | +2.8% | +1.7% | +1.0% | +2.5% |
| 30D | +0.6% | +16.2% | -15.6% | -1.4% |
| 3M | -7.8% | +14.0% | -21.7% | -9.4% |
| 6M | -1.0% | +22.3% | -23.2% | -3.8% |
| YTD | +13.9% | +13.0% | +0.9% | +11.8% |
| 1Y | +15.4% | +24.0% | -8.6% | +5.8% |
| All | +15.4% | +25.3% | -9.9% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling