+25.9%
IWM vs OMC
+53.9%
-28.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | -0.3% | +1.6% | -1.9% | -0.9% |
| 30D | +1.9% | +15.3% | -13.5% | -3.3% |
| 3M | -5.7% | +4.5% | -10.2% | -7.5% |
| 6M | -0.3% | +20.8% | -21.1% | -8.1% |
| YTD | +15.8% | +13.5% | +2.3% | +8.2% |
| 1Y | +17.1% | +25.2% | -8.2% | +4.3% |
| 3Y | +73.1% | +30.5% | +42.6% | +46.8% |
| 5Y | +25.9% | +52.7% | -26.8% | -6.6% |
| All | +25.9% | +53.9% | -28.1% | -6.6% |
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