+17.1%
IWM vs SPGI
+2.4%
+14.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | -0.3% | -1.4% | +1.0% | -0.2% |
| 30D | +1.9% | +15.3% | -13.4% | +1.2% |
| 3M | -5.7% | +16.5% | -22.2% | -6.4% |
| 6M | -0.3% | +19.8% | -20.1% | -1.3% |
| YTD | +15.8% | -3.2% | +19.0% | +16.7% |
| 1Y | +17.1% | +1.8% | +15.3% | +17.1% |
| All | +17.1% | +2.4% | +14.7% | +17.1% |
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