+24.0%
IWM vs OMC
+2.6%
+21.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -1.1% |
| 7D | -1.1% | -4.2% | +3.1% | -0.8% |
| 30D | -3.1% | -7.5% | +4.4% | -2.6% |
| 3M | +2.2% | +4.6% | -2.4% | +1.7% |
| 6M | +15.1% | -4.8% | +19.9% | +15.2% |
| YTD | +18.6% | -1.0% | +19.6% | +18.3% |
| 1Y | +24.0% | +3.8% | +20.1% | +23.0% |
| All | +24.0% | +2.6% | +21.3% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling