+106.7%
IWM vs U
-43.0%
+149.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.8% |
| 7D | +1.4% | +4.5% | -3.1% | +0.7% |
| 30D | -2.3% | -0.6% | -1.7% | -2.3% |
| 3M | +4.0% | +48.4% | -44.5% | -2.6% |
| 6M | +17.9% | +115.4% | -97.4% | +3.7% |
| YTD | +20.2% | -3.2% | +23.4% | +17.4% |
| 1Y | +25.0% | -6.0% | +31.0% | +21.6% |
| 3Y | +66.0% | +13.5% | +52.5% | +48.0% |
| 5Y | +40.0% | -68.0% | +108.1% | +34.5% |
| All | +106.7% | -43.0% | +149.7% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded U 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling