+665.3%
IWM vs SPYG
+533.7%
+131.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.4% |
| 7D | +2.8% | +4.2% | -1.5% | -0.8% |
| 30D | +0.6% | -7.4% | +8.0% | +7.3% |
| 3M | -7.8% | -5.3% | -2.5% | -3.6% |
| 6M | -1.0% | -1.2% | +0.2% | -0.5% |
| YTD | +13.9% | +9.0% | +4.9% | +5.0% |
| 1Y | +15.4% | +8.8% | +6.6% | +6.6% |
| 3Y | +70.2% | +92.8% | -22.5% | -5.5% |
| 5Y | +23.7% | +69.3% | -45.6% | -23.6% |
| 10Y | +147.8% | +398.4% | -250.6% | -40.0% |
| All | +665.3% | +533.7% | +131.6% | +11.2% |
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