+808.3%
IWM vs A
+278.3%
+530.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +0.1% | -1.9% | +2.0% | +0.8% |
| 30D | -1.3% | +6.9% | -8.2% | -3.8% |
| 3M | +1.6% | +9.2% | -7.6% | -2.1% |
| 6M | +13.6% | +25.7% | -12.1% | +2.9% |
| YTD | +20.8% | +11.5% | +9.2% | +14.2% |
| 1Y | +26.4% | +18.4% | +8.1% | +16.5% |
| 3Y | +60.7% | +26.6% | +34.1% | +42.0% |
| 5Y | +38.2% | -12.8% | +51.0% | +38.5% |
| 10Y | +169.5% | +247.2% | -77.7% | +61.9% |
| All | +808.3% | +278.3% | +530.0% | +274.8% |
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