+463.4%
IWM vs SPYM
+816.1%
-352.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.3% |
| 7D | +2.8% | +3.3% | -0.5% | -0.7% |
| 30D | +0.6% | -2.6% | +3.3% | +3.6% |
| 3M | -7.8% | -1.7% | -6.1% | -6.0% |
| 6M | -1.0% | +3.1% | -4.1% | -4.2% |
| YTD | +13.9% | +12.0% | +1.9% | +1.0% |
| 1Y | +15.4% | +12.1% | +3.3% | +2.3% |
| 3Y | +70.2% | +78.5% | -8.3% | -7.8% |
| 5Y | +23.7% | +73.8% | -50.2% | -30.7% |
| 10Y | +147.8% | +312.5% | -164.7% | -43.6% |
| All | +463.4% | +816.1% | -352.7% | -42.0% |
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 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