+161.6%
IWM vs AR
+44.3%
+117.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -2.0% | -14.3% | +12.2% | +0.2% |
| 30D | -1.5% | +1.4% | -2.9% | -1.8% |
| 3M | -8.0% | +3.4% | -11.4% | -8.8% |
| 6M | -4.1% | -2.1% | -2.0% | -4.4% |
| YTD | +11.9% | +4.7% | +7.2% | +9.8% |
| 1Y | +15.0% | +10.6% | +4.4% | +11.7% |
| 3Y | +64.2% | +24.6% | +39.6% | +53.6% |
| 5Y | +20.4% | +71.9% | -51.5% | +4.5% |
| All | +161.6% | +44.3% | +117.3% | +118.4% |
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