+20.0%
IWM vs NDAQ
+60.8%
-40.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -2.0% | +0.8% | -2.9% | -2.4% |
| 30D | -1.5% | +16.5% | -18.0% | -8.3% |
| 3M | -8.0% | +13.5% | -21.5% | -13.5% |
| 6M | -4.1% | +20.9% | -25.0% | -13.3% |
| YTD | +11.9% | +11.4% | +0.5% | +4.8% |
| 1Y | +15.0% | +25.9% | -10.9% | +0.4% |
| 3Y | +64.2% | +119.9% | -55.6% | +2.9% |
| All | +20.0% | +60.8% | -40.8% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling