+25.0%
IWM vs SPOT
-25.6%
+50.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | -0.4% |
| 7D | +1.4% | -2.9% | +4.3% | +1.5% |
| 30D | -2.3% | +8.3% | -10.6% | -2.6% |
| 3M | +4.0% | +5.1% | -1.1% | +3.7% |
| 6M | +17.9% | -6.5% | +24.4% | +18.0% |
| YTD | +20.2% | -9.0% | +29.2% | +20.0% |
| 1Y | +25.0% | -26.4% | +51.4% | +26.0% |
| All | +25.0% | -25.6% | +50.6% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SPOT 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling