+808.3%
IWM vs OMC
+267.2%
+541.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.5% |
| 7D | +0.1% | -6.4% | +6.5% | +3.2% |
| 30D | -1.3% | +1.1% | -2.4% | -2.1% |
| 3M | +1.6% | +10.4% | -8.8% | -4.3% |
| 6M | +13.6% | -1.7% | +15.3% | +12.7% |
| YTD | +20.8% | +4.4% | +16.3% | +14.4% |
| 1Y | +26.4% | +8.4% | +18.0% | +16.5% |
| 3Y | +60.7% | +14.4% | +46.3% | +41.5% |
| 5Y | +38.2% | +33.9% | +4.3% | +9.4% |
| 10Y | +169.5% | +34.9% | +134.6% | +101.2% |
| All | +808.3% | +267.2% | +541.1% | +274.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling