+171.7%
IWM vs OMC
+29.9%
+141.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | +0.1% |
| 7D | -1.1% | -4.2% | +3.1% | +0.6% |
| 30D | -3.1% | -7.5% | +4.4% | -0.1% |
| 3M | +2.2% | +4.6% | -2.4% | -0.9% |
| 6M | +15.1% | -4.8% | +19.9% | +16.0% |
| YTD | +18.6% | -1.0% | +19.6% | +15.8% |
| 1Y | +24.0% | +3.8% | +20.1% | +17.4% |
| 3Y | +63.7% | +10.2% | +53.5% | +47.6% |
| 5Y | +38.2% | +29.7% | +8.5% | +11.6% |
| 10Y | +171.7% | +32.3% | +139.4% | +99.8% |
| All | +171.7% | +29.9% | +141.8% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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