+40.0%
IWM vs OMC
+32.6%
+7.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.4% | +0.2% |
| 7D | +1.4% | -5.8% | +7.2% | +3.5% |
| 30D | -2.3% | -4.8% | +2.5% | -0.7% |
| 3M | +4.0% | +9.2% | -5.3% | -0.3% |
| 6M | +17.9% | -2.5% | +20.4% | +17.9% |
| YTD | +20.2% | +2.6% | +17.6% | +16.7% |
| 1Y | +25.0% | +5.9% | +19.0% | +18.7% |
| 3Y | +66.0% | +14.2% | +51.8% | +48.6% |
| 5Y | +40.0% | +33.2% | +6.8% | +9.9% |
| All | +40.0% | +32.6% | +7.4% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling