+662.8%
IWM vs SPYG
+528.0%
+134.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.5% |
| 7D | +1.4% | +2.3% | -0.9% | -0.6% |
| 30D | +2.3% | -6.5% | +8.7% | +8.1% |
| 3M | -8.3% | -6.8% | -1.5% | -2.8% |
| 6M | -1.3% | -3.1% | +1.8% | +0.9% |
| YTD | +13.5% | +8.0% | +5.5% | +5.5% |
| 1Y | +18.4% | +10.2% | +8.2% | +8.0% |
| 3Y | +69.6% | +91.0% | -21.4% | -5.1% |
| 5Y | +23.3% | +67.7% | -44.5% | -23.3% |
| 10Y | +147.0% | +393.9% | -246.9% | -39.7% |
| All | +662.8% | +528.0% | +134.9% | +11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling