+40.0%
IWM vs SPYM
+82.4%
-42.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.2% |
| 7D | +1.4% | +0.6% | +0.8% | +0.7% |
| 30D | -2.3% | -0.9% | -1.4% | -1.3% |
| 3M | +4.0% | +3.9% | +0.1% | -0.5% |
| 6M | +17.9% | +14.5% | +3.4% | +1.2% |
| YTD | +20.2% | +13.0% | +7.2% | +4.8% |
| 1Y | +25.0% | +19.4% | +5.5% | +2.6% |
| 3Y | +66.0% | +78.9% | -12.9% | -12.8% |
| 5Y | +40.0% | +82.3% | -42.3% | -26.9% |
| All | +40.0% | +82.4% | -42.4% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling