+165.3%
IWM vs NI
+143.3%
+21.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -2.5% | -0.6% | -2.0% | -2.3% |
| 30D | -4.4% | -1.4% | -3.0% | -3.9% |
| 3M | +2.2% | -10.6% | +12.8% | +6.8% |
| 6M | +14.0% | -9.9% | +23.9% | +18.5% |
| YTD | +17.4% | +1.2% | +16.2% | +16.1% |
| 1Y | +22.9% | +4.4% | +18.5% | +19.8% |
| 3Y | +62.1% | +68.6% | -6.5% | +27.7% |
| 5Y | +38.2% | +98.0% | -59.8% | +0.8% |
| All | +165.3% | +143.3% | +21.9% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 10y: compounded portfolio wealth divided by compounded NI 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…
10y analysis · Full analysis span regression · 6 months rolling