+25.9%
IWM vs NWSA
+18.7%
+7.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.5% |
| 7D | -0.3% | -12.2% | +11.9% | +5.4% |
| 30D | +1.9% | -8.7% | +10.5% | +5.7% |
| 3M | -5.7% | -6.0% | +0.3% | -3.7% |
| 6M | -0.3% | -0.3% | 0.0% | -1.8% |
| YTD | +15.8% | +3.5% | +12.3% | +11.0% |
| 1Y | +17.1% | +0.8% | +16.3% | +13.8% |
| 3Y | +73.1% | +31.1% | +41.9% | +45.2% |
| 5Y | +25.9% | +18.8% | +7.1% | +7.9% |
| All | +25.9% | +18.7% | +7.2% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling