+144.3%
IWM vs A
+300.7%
-156.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.6% |
| 7D | +2.8% | +0.7% | +2.0% | +2.4% |
| 30D | +0.6% | +0.8% | -0.2% | +0.2% |
| 3M | -7.8% | +16.9% | -24.7% | -14.9% |
| 6M | -1.0% | +53.8% | -54.7% | -21.1% |
| YTD | +13.9% | +28.1% | -14.2% | -1.2% |
| 1Y | +15.4% | +15.0% | +0.4% | +5.8% |
| 3Y | +70.2% | +63.1% | +7.1% | +25.2% |
| 5Y | +23.7% | +11.5% | +12.2% | +9.2% |
| All | +144.3% | +300.7% | -156.3% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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