+165.3%
IWM vs SPYG
+420.3%
-255.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.3% |
| 7D | -2.5% | -1.8% | -0.7% | -1.0% |
| 30D | -4.4% | -1.9% | -2.5% | -2.8% |
| 3M | +2.2% | +5.2% | -2.9% | -2.5% |
| 6M | +14.0% | +15.6% | -1.5% | 0.0% |
| YTD | +17.4% | +12.4% | +4.9% | +5.4% |
| 1Y | +22.9% | +17.5% | +5.5% | +6.1% |
| 3Y | +62.1% | +98.1% | -36.0% | -13.6% |
| 5Y | +38.2% | +84.9% | -46.8% | -22.3% |
| All | +165.3% | +420.3% | -255.1% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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