+808.3%
IWM vs SPGI
+2,722.2%
-1,913.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +1.0% |
| 7D | +0.1% | +0.1% | -0.1% | -0.1% |
| 30D | -1.3% | +8.4% | -9.7% | -5.2% |
| 3M | +1.6% | +11.8% | -10.2% | -4.7% |
| 6M | +13.6% | +5.7% | +7.8% | +8.9% |
| YTD | +20.8% | -9.7% | +30.4% | +23.5% |
| 1Y | +26.4% | -12.5% | +38.9% | +30.6% |
| 3Y | +60.7% | +21.8% | +38.9% | +40.6% |
| 5Y | +38.2% | +8.2% | +30.0% | +26.3% |
| 10Y | +169.5% | +309.5% | -140.0% | +26.9% |
| All | +808.3% | +2,722.2% | -1,913.9% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling