+17.1%
IWM vs SM
+72.9%
-55.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.6% | -4.7% | +1.3% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | +1.9% | -17.3% | +19.2% | +0.5% |
| 3M | -5.7% | -3.6% | -2.1% | -5.7% |
| 6M | -0.3% | +2.9% | -3.2% | +0.7% |
| YTD | +15.8% | +70.2% | -54.4% | +13.4% |
| 1Y | +17.1% | +66.5% | -49.4% | +15.0% |
| All | +17.1% | +72.9% | -55.9% | +15.0% |
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 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