+756.6%
IWM vs OMC
+289.9%
+466.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.5% |
| 7D | +2.8% | -0.3% | +3.0% | +2.9% |
| 30D | +0.6% | +10.6% | -10.0% | -4.4% |
| 3M | -7.8% | +2.6% | -10.4% | -9.5% |
| 6M | -1.0% | +16.6% | -17.6% | -9.7% |
| YTD | +13.9% | +10.9% | +3.0% | +4.4% |
| 1Y | +15.4% | +22.1% | -6.6% | +0.4% |
| 3Y | +70.2% | +27.5% | +42.8% | +41.5% |
| 5Y | +23.7% | +50.6% | -26.9% | -7.8% |
| 10Y | +147.8% | +51.7% | +96.1% | +73.8% |
| All | +756.6% | +289.9% | +466.7% | +241.9% |
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 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