+553.0%
AMZN vs IWM
+170.2%
+382.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.5% |
| 7D | -2.7% | -2.5% | -0.2% | -0.9% |
| 30D | -7.5% | -4.4% | -3.1% | -4.5% |
| 3M | +5.8% | +2.2% | +3.6% | +4.0% |
| 6M | +17.5% | +14.0% | +3.5% | +6.8% |
| YTD | +9.1% | +17.4% | -8.2% | -3.2% |
| 1Y | +9.4% | +22.9% | -13.6% | -6.3% |
| 3Y | +82.2% | +62.1% | +20.2% | +27.2% |
| 5Y | +45.2% | +38.2% | +7.1% | +12.8% |
| All | +553.0% | +170.2% | +382.8% | +257.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling