+808.3%
IWM vs AA
-2.8%
+811.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.9% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | -1.3% | +5.0% | -6.2% | -3.0% |
| 3M | +1.6% | -35.8% | +37.4% | +14.4% |
| 6M | +13.6% | -18.4% | +31.9% | +17.4% |
| YTD | +20.8% | -5.5% | +26.2% | +18.5% |
| 1Y | +26.4% | +61.0% | -34.5% | +4.3% |
| 3Y | +60.7% | +66.2% | -5.5% | +23.1% |
| 5Y | +38.2% | +11.4% | +26.8% | +8.3% |
| 10Y | +169.5% | +116.9% | +52.6% | +37.1% |
| All | +808.3% | -2.8% | +811.1% | +366.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling