+5.9%
AMZN vs IWM
+23.4%
-17.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -0.9% |
| 7D | -1.0% | -1.1% | +0.1% | -0.3% |
| 30D | -9.2% | -3.1% | -6.1% | -7.5% |
| 3M | +3.4% | +2.2% | +1.1% | +1.6% |
| 6M | +18.2% | +15.1% | +3.2% | +7.3% |
| YTD | +9.3% | +18.6% | -9.2% | -3.2% |
| 1Y | +5.9% | +24.0% | -18.0% | -7.8% |
| All | +5.9% | +23.4% | -17.5% | -7.8% |
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 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