+741.9%
IWM vs SPGI
+2,876.7%
-2,134.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.5% |
| 7D | -2.0% | +0.3% | -2.3% | -2.2% |
| 30D | -1.5% | +18.4% | -19.8% | -9.1% |
| 3M | -8.0% | +15.7% | -23.7% | -14.5% |
| 6M | -4.1% | +17.3% | -21.4% | -12.5% |
| YTD | +11.9% | -4.7% | +16.7% | +11.4% |
| 1Y | +15.0% | +1.8% | +13.2% | +10.7% |
| 3Y | +64.2% | +31.7% | +32.5% | +38.2% |
| 5Y | +20.4% | +12.1% | +8.3% | +8.3% |
| 10Y | +168.0% | +341.9% | -174.0% | +21.5% |
| All | +741.9% | +2,876.7% | -2,134.8% | +50.4% |
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