+63.3%
IWM vs SM
-1.2%
+64.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.4% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -3.1% | +20.3% | -23.4% | -5.8% |
| 3M | +2.2% | +22.9% | -20.7% | -1.5% |
| 6M | +15.1% | +47.8% | -32.8% | +5.5% |
| YTD | +18.6% | +107.5% | -88.9% | +0.1% |
| 1Y | +24.0% | +51.7% | -27.8% | +12.1% |
| All | +63.3% | -1.2% | +64.5% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling