+151.9%
IWM vs AA
+48.4%
+103.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.3% |
| 7D | -0.3% | +1.1% | -1.5% | -0.6% |
| 30D | +1.9% | -1.3% | +3.1% | +2.1% |
| 3M | -5.7% | -23.9% | +18.2% | +0.3% |
| 6M | -0.3% | -36.8% | +36.5% | +9.8% |
| YTD | +15.8% | -22.2% | +38.0% | +19.2% |
| 1Y | +17.1% | +10.4% | +6.7% | +10.1% |
| 3Y | +73.1% | +72.0% | +1.1% | +38.0% |
| 5Y | +25.9% | -15.6% | +41.5% | +11.6% |
| 10Y | +151.9% | +47.8% | +104.1% | +47.2% |
| All | +151.9% | +48.4% | +103.5% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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