+24.0%
IWM vs SMR
-68.5%
+92.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.0% |
| 7D | -1.1% | +13.1% | -14.2% | -2.6% |
| 30D | -3.1% | +17.8% | -20.9% | -5.2% |
| 3M | +2.2% | +8.1% | -5.9% | +0.4% |
| 6M | +15.1% | -11.1% | +26.2% | +14.1% |
| YTD | +18.6% | -23.7% | +42.3% | +18.6% |
| 1Y | +24.0% | -69.4% | +93.4% | +33.5% |
| All | +24.0% | -68.5% | +92.5% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling