+117.3%
IWM vs SPOT
+218.6%
-101.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | +0.1% |
| 7D | +1.4% | -2.9% | +4.3% | +2.0% |
| 30D | -2.3% | +8.3% | -10.6% | -4.1% |
| 3M | +4.0% | +5.1% | -1.1% | +2.4% |
| 6M | +17.9% | -6.5% | +24.4% | +18.3% |
| YTD | +20.2% | -9.0% | +29.2% | +20.4% |
| 1Y | +25.0% | -26.4% | +51.4% | +30.8% |
| 3Y | +66.0% | +240.0% | -174.0% | +18.0% |
| 5Y | +40.0% | +111.7% | -71.7% | +4.0% |
| All | +117.3% | +218.6% | -101.3% | +28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling