+166.9%
IWM vs SPGI
+296.1%
-129.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +1.1% |
| 7D | +1.4% | -2.5% | +3.9% | +2.5% |
| 30D | -2.3% | +5.4% | -7.7% | -5.1% |
| 3M | +4.0% | +9.0% | -5.1% | -1.6% |
| 6M | +17.9% | +0.8% | +17.2% | +15.6% |
| YTD | +20.2% | -12.6% | +32.8% | +25.5% |
| 1Y | +25.0% | -16.1% | +41.1% | +32.7% |
| 3Y | +66.0% | +19.0% | +47.0% | +44.0% |
| 5Y | +40.0% | +5.1% | +35.0% | +27.3% |
| 10Y | +166.9% | +295.5% | -128.6% | +26.9% |
| All | +166.9% | +296.1% | -129.3% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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