+166.9%
IWM vs SM
+12.3%
+154.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.1% | -0.9% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | -2.3% | +31.5% | -33.8% | -5.9% |
| 3M | +4.0% | +17.3% | -13.4% | +1.1% |
| 6M | +17.9% | +48.5% | -30.6% | +10.3% |
| YTD | +20.2% | +106.3% | -86.1% | +7.1% |
| 1Y | +25.0% | +47.3% | -22.3% | +16.1% |
| 3Y | +66.0% | -1.4% | +67.4% | +59.6% |
| 5Y | +40.0% | +114.0% | -74.0% | +19.0% |
| 10Y | +166.9% | +12.5% | +154.4% | +83.0% |
| All | +166.9% | +12.3% | +154.5% | +83.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling