+166.4%
IWM vs NWSA
+149.4%
+17.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.4% | -2.8% | +0.4% | -1.1% |
| 30D | -4.6% | +3.0% | -7.6% | -6.0% |
| 3M | -0.3% | +12.3% | -12.6% | -6.3% |
| 6M | +14.7% | +21.9% | -7.1% | +3.2% |
| YTD | +17.8% | +13.6% | +4.3% | +9.0% |
| 1Y | +21.2% | +0.5% | +20.7% | +18.7% |
| 3Y | +62.3% | +43.8% | +18.6% | +32.7% |
| 5Y | +38.7% | +41.2% | -2.4% | +11.3% |
| All | +166.4% | +149.4% | +17.0% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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