+35.1%
IWM vs AMRZ
-15.6%
+50.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +1.0% | +2.7% |
| 7D | +1.2% | -1.1% | +2.3% | +1.5% |
| 30D | +1.3% | +18.3% | -17.0% | -2.8% |
| 3M | -6.1% | -8.0% | +1.9% | -4.4% |
| 6M | -0.1% | -18.7% | +18.6% | +4.1% |
| YTD | +15.5% | -19.8% | +35.4% | +20.0% |
| 1Y | +18.1% | -12.3% | +30.4% | +19.4% |
| All | +35.1% | -15.6% | +50.7% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 5y: compounded portfolio wealth divided by compounded AMRZ 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…
5y analysis · Full analysis span regression · 6 months rolling