+808.3%
IWM vs NEM
+704.6%
+103.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.5% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | -1.3% | +23.1% | -24.3% | -3.9% |
| 3M | +1.6% | +18.5% | -16.9% | -0.9% |
| 6M | +13.6% | +7.8% | +5.8% | +11.8% |
| YTD | +20.8% | +29.1% | -8.4% | +15.9% |
| 1Y | +26.4% | +72.7% | -46.3% | +16.7% |
| 3Y | +60.7% | +248.7% | -188.0% | +34.2% |
| 5Y | +38.2% | +148.7% | -110.5% | +18.6% |
| 10Y | +169.5% | +304.8% | -135.3% | +113.6% |
| All | +808.3% | +704.6% | +103.7% | +619.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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