+319.7%
SPY vs IWM
+165.3%
+154.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.5% |
| 7D | -0.4% | -1.1% | +0.8% | +0.4% |
| 30D | -1.4% | -3.1% | +1.7% | +0.7% |
| 3M | +3.7% | +2.2% | +1.5% | +2.1% |
| 6M | +13.0% | +15.1% | -2.1% | +2.5% |
| YTD | +12.4% | +18.6% | -6.2% | -0.2% |
| 1Y | +18.5% | +24.0% | -5.5% | +1.8% |
| 3Y | +77.6% | +63.7% | +13.9% | +23.7% |
| 5Y | +81.7% | +38.2% | +43.5% | +40.6% |
| 10Y | +319.7% | +171.7% | +148.0% | +99.6% |
| All | +319.7% | +165.3% | +154.4% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWM.
Daily Out/Under-Performance
Portfolio return minus IWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWM 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded IWM 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling