+144.3%
IWM vs AR
+57.2%
+87.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -3.0% | -1.8% |
| 7D | +2.8% | +6.4% | -3.7% | +1.8% |
| 30D | +0.6% | +3.1% | -2.5% | 0.0% |
| 3M | -7.8% | +3.3% | -11.1% | -8.5% |
| 6M | -1.0% | +6.6% | -7.5% | -2.5% |
| YTD | +13.9% | +12.3% | +1.5% | +10.5% |
| 1Y | +15.4% | +12.3% | +3.1% | +11.9% |
| 3Y | +70.2% | +50.4% | +19.8% | +54.9% |
| 5Y | +23.7% | +101.0% | -77.3% | +5.0% |
| All | +144.3% | +57.2% | +87.1% | +100.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling