+18.9%
IWM vs AR
+14.7%
+4.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.3% | +7.8% | +1.1% |
| 7D | +1.0% | -11.1% | +12.1% | +0.2% |
| 30D | +0.2% | +7.9% | -7.7% | +0.8% |
| 3M | -5.6% | +4.9% | -10.5% | -5.2% |
| 6M | +2.7% | -5.3% | +8.0% | +2.9% |
| YTD | +16.2% | +8.6% | +7.5% | +15.4% |
| 1Y | +18.9% | +13.7% | +5.3% | +16.3% |
| All | +18.9% | +14.7% | +4.2% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling