+25.0%
IWM vs SM
+46.7%
-21.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.1% | -0.3% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | -2.3% | +31.5% | -33.8% | -0.9% |
| 3M | +4.0% | +17.3% | -13.4% | +5.2% |
| 6M | +17.9% | +48.5% | -30.6% | +18.3% |
| YTD | +20.2% | +106.3% | -86.1% | +17.2% |
| 1Y | +25.0% | +47.3% | -22.3% | +25.2% |
| All | +25.0% | +46.7% | -21.8% | +25.2% |
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