+166.9%
IWM vs XRT
+123.1%
+43.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +1.0% |
| 7D | +1.4% | -0.3% | +1.7% | +1.6% |
| 30D | -2.3% | -5.6% | +3.4% | +1.5% |
| 3M | +4.0% | +2.5% | +1.4% | +1.8% |
| 6M | +17.9% | +3.7% | +14.3% | +14.5% |
| YTD | +20.2% | +1.0% | +19.2% | +18.8% |
| 1Y | +25.0% | -1.2% | +26.2% | +25.1% |
| 3Y | +66.0% | +43.4% | +22.6% | +28.7% |
| 5Y | +40.0% | -0.7% | +40.8% | +35.4% |
| 10Y | +166.9% | +123.7% | +43.2% | +28.8% |
| All | +166.9% | +123.1% | +43.7% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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