+741.9%
IWM vs AA
-22.9%
+764.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.1% |
| 7D | -2.0% | +0.9% | -2.9% | -2.3% |
| 30D | -1.5% | -6.7% | +5.2% | +0.4% |
| 3M | -8.0% | -16.3% | +8.3% | -3.7% |
| 6M | -4.1% | -37.1% | +33.0% | +7.8% |
| YTD | +11.9% | -25.0% | +36.9% | +17.3% |
| 1Y | +15.0% | +8.6% | +6.4% | +7.3% |
| 3Y | +64.2% | +57.2% | +7.0% | +28.2% |
| 5Y | +20.4% | -13.0% | +33.4% | +2.4% |
| 10Y | +168.0% | +65.5% | +102.4% | +48.2% |
| All | +741.9% | -22.9% | +764.8% | +361.4% |
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