+808.3%
IWM vs SM
+380.4%
+427.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.7% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -1.3% | +26.3% | -27.6% | -5.3% |
| 3M | +1.6% | +8.7% | -7.1% | -0.7% |
| 6M | +13.6% | +51.7% | -38.1% | +3.6% |
| YTD | +20.8% | +99.0% | -78.3% | +4.7% |
| 1Y | +26.4% | +34.6% | -8.2% | +16.6% |
| 3Y | +60.7% | -7.8% | +68.4% | +54.3% |
| 5Y | +38.2% | +104.8% | -66.6% | +10.7% |
| 10Y | +169.5% | +7.2% | +162.2% | +68.2% |
| All | +808.3% | +380.4% | +427.9% | +186.1% |
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