+23.8%
IWM vs SM
+5.5%
+18.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.4% | +9.4% | -8.0% | -0.2% |
| 30D | +2.3% | -14.4% | +16.6% | +4.4% |
| 3M | -8.3% | +1.6% | -9.9% | -9.5% |
| 6M | -1.3% | +6.3% | -7.7% | -4.5% |
| YTD | +13.5% | +78.8% | -65.3% | -3.3% |
| 1Y | +18.4% | +83.1% | -64.7% | +0.1% |
| 3Y | +69.6% | -5.9% | +75.5% | +59.8% |
| All | +23.8% | +5.5% | +18.3% | +9.3% |
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 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