+741.9%
IWM vs ALL
+1,661.8%
-919.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.5% | +3.0% |
| 7D | -2.0% | -1.9% | -0.1% | -1.3% |
| 30D | -1.5% | +13.8% | -15.2% | -7.2% |
| 3M | -8.0% | -7.0% | -1.0% | -5.6% |
| 6M | -4.1% | +18.0% | -22.1% | -12.4% |
| YTD | +11.9% | +24.2% | -12.3% | -0.8% |
| 1Y | +15.0% | +31.2% | -16.2% | -0.8% |
| 3Y | +64.2% | +107.5% | -43.3% | +11.4% |
| 5Y | +20.4% | +144.8% | -124.4% | -26.6% |
| 10Y | +168.0% | +375.8% | -207.8% | +18.2% |
| All | +741.9% | +1,661.8% | -919.9% | +117.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling