+741.9%
IWM vs SPG
+3,200.7%
-2,458.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | -2.0% | +4.9% | -6.9% | -3.9% |
| 30D | -1.5% | +15.6% | -17.1% | -7.2% |
| 3M | -8.0% | +4.1% | -12.1% | -9.6% |
| 6M | -4.1% | +13.6% | -17.7% | -9.4% |
| YTD | +11.9% | +27.5% | -15.6% | +0.6% |
| 1Y | +15.0% | +32.2% | -17.2% | +1.9% |
| 3Y | +64.2% | +126.0% | -61.8% | +16.1% |
| 5Y | +20.4% | +74.7% | -54.4% | -6.5% |
| 10Y | +168.0% | +112.8% | +55.1% | +68.1% |
| All | +741.9% | +3,200.7% | -2,458.8% | +54.9% |
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