+746.6%
IWM vs NDAQ
+2,593.6%
-1,847.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -2.0% | +0.8% | -2.9% | -2.3% |
| 30D | -1.5% | +16.5% | -18.0% | -6.5% |
| 3M | -8.0% | +13.5% | -21.5% | -12.1% |
| 6M | -4.1% | +20.9% | -25.0% | -10.8% |
| YTD | +11.9% | +11.4% | +0.5% | +6.4% |
| 1Y | +15.0% | +25.9% | -10.9% | +4.9% |
| 3Y | +64.2% | +119.9% | -55.6% | +23.8% |
| 5Y | +20.4% | +61.7% | -41.4% | -0.2% |
| 10Y | +168.0% | +481.6% | -313.6% | +47.8% |
| All | +746.6% | +2,593.6% | -1,847.0% | +230.1% |
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 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