+9.5%
AMZN vs IWM
+14.9%
-5.4%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.5% |
| 7D | +2.8% | +2.8% | 0.0% | +1.0% |
| 30D | +3.4% | +0.6% | +2.8% | +2.9% |
| 3M | +0.1% | -7.8% | +7.8% | +4.8% |
| 6M | +0.6% | -1.0% | +1.6% | +0.6% |
| YTD | +15.9% | +13.9% | +2.0% | +5.1% |
| 1Y | +9.5% | +15.4% | -5.9% | -1.6% |
| All | +9.5% | +14.9% | -5.4% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling