+497.4%
IWM vs SPYM
+829.4%
-332.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -1.3% | +0.1% | -1.3% | -1.3% |
| 3M | +1.6% | +2.0% | -0.4% | -0.6% |
| 6M | +13.6% | +13.1% | +0.5% | -0.4% |
| YTD | +20.8% | +13.6% | +7.1% | +5.4% |
| 1Y | +26.4% | +20.1% | +6.3% | +4.1% |
| 3Y | +60.7% | +77.6% | -16.9% | -12.5% |
| 5Y | +38.2% | +82.5% | -44.4% | -26.5% |
| 10Y | +169.5% | +317.6% | -148.1% | -39.4% |
| All | +497.4% | +829.4% | -332.0% | -39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling