+808.3%
IWM vs AON
+1,244.7%
-436.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | +0.1% | -9.1% | +9.2% | +3.6% |
| 30D | -1.3% | -10.2% | +9.0% | +2.7% |
| 3M | +1.6% | +0.5% | +1.1% | +0.5% |
| 6M | +13.6% | -4.8% | +18.4% | +14.1% |
| YTD | +20.8% | -8.0% | +28.7% | +22.4% |
| 1Y | +26.4% | -13.1% | +39.5% | +30.8% |
| 3Y | +60.7% | -1.3% | +62.0% | +55.4% |
| 5Y | +38.2% | +14.9% | +23.3% | +24.5% |
| 10Y | +169.5% | +214.9% | -45.4% | +59.6% |
| All | +808.3% | +1,244.7% | -436.4% | +225.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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