+741.9%
IWM vs SM
+294.4%
+447.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | -2.0% | -25.9% | +23.9% | +2.7% |
| 30D | -1.5% | -15.1% | +13.7% | +0.8% |
| 3M | -8.0% | +4.9% | -12.9% | -9.6% |
| 6M | -4.1% | +6.1% | -10.2% | -6.9% |
| YTD | +11.9% | +63.4% | -51.5% | -0.4% |
| 1Y | +15.0% | +72.5% | -57.4% | +1.2% |
| 3Y | +64.2% | -16.9% | +81.1% | +59.7% |
| 5Y | +20.4% | -10.6% | +31.0% | +10.8% |
| 10Y | +168.0% | +11.3% | +156.7% | +64.1% |
| All | +741.9% | +294.4% | +447.5% | +172.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling