+39.1%
IWM vs PM
+119.0%
-79.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.2% | +0.6% |
| 7D | +0.1% | -4.9% | +5.0% | +0.8% |
| 30D | -1.3% | -3.4% | +2.1% | -0.8% |
| 3M | +1.6% | +5.2% | -3.6% | +0.4% |
| 6M | +13.6% | +3.7% | +9.8% | +12.2% |
| YTD | +20.8% | +15.8% | +5.0% | +16.5% |
| 1Y | +26.4% | +17.4% | +9.0% | +21.4% |
| 3Y | +60.7% | +116.9% | -56.2% | +21.3% |
| All | +39.1% | +119.0% | -79.8% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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