+166.9%
IWM vs ALL
+355.7%
-188.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.5% |
| 7D | +1.4% | -1.7% | +3.1% | +2.1% |
| 30D | -2.3% | -4.7% | +2.4% | -0.5% |
| 3M | +4.0% | +18.4% | -14.4% | -4.3% |
| 6M | +17.9% | +20.5% | -2.6% | +7.2% |
| YTD | +20.2% | +23.5% | -3.3% | +7.4% |
| 1Y | +25.0% | +29.0% | -4.0% | +9.0% |
| 3Y | +66.0% | +153.7% | -87.7% | -1.0% |
| 5Y | +40.0% | +114.8% | -74.7% | -11.7% |
| 10Y | +166.9% | +356.1% | -189.3% | +9.6% |
| All | +166.9% | +355.7% | -188.8% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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