+26.4%
IWM vs SM
+37.6%
-11.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.2% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -1.3% | +26.3% | -27.6% | -0.1% |
| 3M | +1.6% | +8.7% | -7.1% | +2.5% |
| 6M | +13.6% | +51.7% | -38.1% | +13.4% |
| YTD | +20.8% | +99.0% | -78.3% | +17.7% |
| 1Y | +26.4% | +34.6% | -8.2% | +26.1% |
| All | +26.4% | +37.6% | -11.2% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling