+39.1%
IWM vs SPGI
+8.3%
+30.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.9% |
| 7D | +0.1% | +0.1% | -0.1% | -0.1% |
| 30D | -1.3% | +8.4% | -9.7% | -4.8% |
| 3M | +1.6% | +11.8% | -10.2% | -4.2% |
| 6M | +13.6% | +5.7% | +7.8% | +9.5% |
| YTD | +20.8% | -9.7% | +30.4% | +24.8% |
| 1Y | +26.4% | -12.5% | +38.9% | +32.3% |
| 3Y | +60.7% | +21.8% | +38.9% | +37.6% |
| All | +39.1% | +8.3% | +30.9% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling