+20.0%
IWM vs SM
-11.5%
+31.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | -2.0% | -25.9% | +23.9% | +2.6% |
| 30D | -1.5% | -15.1% | +13.7% | +0.7% |
| 3M | -8.0% | +4.9% | -12.9% | -9.9% |
| 6M | -4.1% | +6.1% | -10.2% | -7.3% |
| YTD | +11.9% | +63.4% | -51.5% | -3.1% |
| 1Y | +15.0% | +72.5% | -57.4% | -1.9% |
| 3Y | +64.2% | -16.9% | +81.1% | +58.2% |
| All | +20.0% | -11.5% | +31.6% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling