+166.9%
IWM vs SPG
+61.5%
+105.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.6% | -0.9% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | -2.3% | -4.9% | +2.7% | -0.4% |
| 3M | +4.0% | +3.3% | +0.7% | +2.4% |
| 6M | +17.9% | +11.2% | +6.7% | +12.9% |
| YTD | +20.2% | +17.1% | +3.2% | +12.7% |
| 1Y | +25.0% | +21.6% | +3.4% | +15.3% |
| 3Y | +66.0% | +111.9% | -45.9% | +24.2% |
| 5Y | +40.0% | +106.9% | -66.9% | +4.8% |
| 10Y | +166.9% | +62.2% | +104.6% | +114.8% |
| All | +166.9% | +61.5% | +105.3% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling