+23.8%
IWM vs SPGI
+15.2%
+8.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.8% |
| 7D | +1.4% | +1.2% | +0.2% | +0.9% |
| 30D | +2.3% | +15.9% | -13.6% | -4.1% |
| 3M | -8.3% | +12.3% | -20.6% | -13.1% |
| 6M | -1.3% | +23.7% | -25.0% | -11.5% |
| YTD | +13.5% | -3.5% | +17.1% | +14.0% |
| 1Y | +18.4% | +0.4% | +18.0% | +16.1% |
| 3Y | +69.6% | +29.9% | +39.7% | +40.1% |
| All | +23.8% | +15.2% | +8.6% | +5.9% |
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 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