+808.3%
IWM vs SPG
+2,894.3%
-2,086.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | +0.1% | -2.4% | +2.5% | +1.1% |
| 30D | -1.3% | -6.8% | +5.6% | +1.6% |
| 3M | +1.6% | +2.7% | -1.1% | +0.2% |
| 6M | +13.6% | +5.5% | +8.1% | +10.7% |
| YTD | +20.8% | +15.7% | +5.0% | +13.1% |
| 1Y | +26.4% | +20.9% | +5.5% | +16.1% |
| 3Y | +60.7% | +112.4% | -51.7% | +16.6% |
| 5Y | +38.2% | +101.4% | -63.2% | +1.5% |
| 10Y | +169.5% | +60.6% | +108.8% | +90.6% |
| All | +808.3% | +2,894.3% | -2,086.0% | +74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling