+151.9%
IWM vs SPYM
+313.3%
-161.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | -0.5% |
| 7D | -0.3% | -0.9% | +0.6% | +0.7% |
| 30D | +1.9% | -2.4% | +4.2% | +4.6% |
| 3M | -5.7% | -1.1% | -4.6% | -4.5% |
| 6M | -0.3% | +3.3% | -3.6% | -3.8% |
| YTD | +15.8% | +12.4% | +3.4% | +2.0% |
| 1Y | +17.1% | +12.5% | +4.6% | +3.0% |
| 3Y | +73.1% | +79.1% | -6.1% | -7.9% |
| 5Y | +25.9% | +75.7% | -49.8% | -31.3% |
| 10Y | +151.9% | +313.9% | -162.0% | -45.0% |
| All | +151.9% | +313.3% | -161.4% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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