+38.2%
IWM vs SPYG
+83.9%
-45.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | -1.1% | +0.3% | -1.5% | -1.4% |
| 30D | -3.1% | -1.7% | -1.4% | -1.8% |
| 3M | +2.2% | +3.6% | -1.4% | -1.0% |
| 6M | +15.1% | +16.6% | -1.5% | +1.1% |
| YTD | +18.6% | +13.4% | +5.2% | +6.6% |
| 1Y | +24.0% | +19.6% | +4.4% | +6.6% |
| 3Y | +63.7% | +99.8% | -36.0% | -9.5% |
| 5Y | +38.2% | +85.0% | -46.8% | -18.9% |
| All | +38.2% | +83.9% | -45.7% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling