+16.9%
IWM vs SPGI
+1.8%
+15.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.2% |
| 7D | +1.2% | -0.9% | +2.1% | +1.3% |
| 30D | +1.3% | +15.5% | -14.2% | +0.6% |
| 3M | -6.1% | +15.7% | -21.7% | -6.8% |
| 6M | -0.1% | +19.1% | -19.2% | -1.1% |
| YTD | +15.5% | -4.1% | +19.6% | +16.5% |
| All | +16.9% | +1.8% | +15.2% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling