+45.8%
AMZN vs IWM
+39.0%
+6.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | +0.8% | +1.4% | -0.6% | -0.5% |
| 30D | -6.4% | -2.3% | -4.1% | -4.5% |
| 3M | +4.8% | +4.0% | +0.8% | +0.9% |
| 6M | +20.5% | +17.9% | +2.6% | +3.2% |
| YTD | +11.3% | +20.2% | -8.9% | -6.8% |
| 1Y | +9.0% | +25.0% | -16.0% | -12.3% |
| 3Y | +85.9% | +66.0% | +19.9% | +10.0% |
| 5Y | +45.8% | +40.0% | +5.7% | -2.5% |
| All | +45.8% | +39.0% | +6.8% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling