+813.3%
IWM vs NDAQ
+2,327.9%
-1,514.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.1% | +0.9% |
| 7D | +0.1% | -2.4% | +2.5% | +0.9% |
| 30D | -1.3% | +2.5% | -3.7% | -2.1% |
| 3M | +1.6% | +9.9% | -8.3% | -2.1% |
| 6M | +13.6% | +9.4% | +4.1% | +9.3% |
| YTD | +20.8% | +0.4% | +20.3% | +19.1% |
| 1Y | +26.4% | +4.0% | +22.4% | +23.1% |
| 3Y | +60.7% | +94.4% | -33.7% | +26.3% |
| 5Y | +38.2% | +56.7% | -18.5% | +16.0% |
| 10Y | +169.5% | +375.3% | -205.8% | +58.7% |
| All | +813.3% | +2,327.9% | -1,514.6% | +269.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling