+166.9%
IWM vs A
+237.5%
-70.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.8% |
| 7D | +1.4% | -2.1% | +3.5% | +2.4% |
| 30D | -2.3% | +0.6% | -2.9% | -2.7% |
| 3M | +4.0% | +10.9% | -6.9% | -1.7% |
| 6M | +17.9% | +28.2% | -10.2% | +2.5% |
| YTD | +20.2% | +8.6% | +11.6% | +13.3% |
| 1Y | +25.0% | +15.5% | +9.4% | +13.5% |
| 3Y | +66.0% | +31.8% | +34.2% | +35.9% |
| 5Y | +40.0% | -14.9% | +54.9% | +42.1% |
| 10Y | +166.9% | +237.8% | -70.9% | +32.1% |
| All | +166.9% | +237.5% | -70.6% | +32.1% |
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