+741.9%
IWM vs A
+338.9%
+403.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.3% |
| 7D | -2.0% | -0.1% | -2.0% | -2.0% |
| 30D | -1.5% | +3.4% | -4.8% | -2.7% |
| 3M | -8.0% | +23.8% | -31.8% | -15.4% |
| 6M | -4.1% | +49.0% | -53.1% | -18.6% |
| YTD | +11.9% | +29.4% | -17.5% | -0.2% |
| 1Y | +15.0% | +19.4% | -4.4% | +5.7% |
| 3Y | +64.2% | +66.2% | -2.0% | +30.7% |
| 5Y | +20.4% | +15.8% | +4.6% | +8.4% |
| 10Y | +168.0% | +326.1% | -158.1% | +49.0% |
| All | +741.9% | +338.9% | +403.0% | +227.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling