+25.9%
IWM vs AR
+98.1%
-72.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | -0.3% | +2.1% | -2.4% | -0.7% |
| 30D | +1.9% | +4.5% | -2.6% | +0.9% |
| 3M | -5.7% | +1.0% | -6.7% | -6.2% |
| 6M | -0.3% | +4.4% | -4.7% | -1.8% |
| YTD | +15.8% | +10.9% | +4.9% | +11.7% |
| 1Y | +17.1% | +8.6% | +8.5% | +13.3% |
| 3Y | +73.1% | +48.5% | +24.6% | +53.0% |
| 5Y | +25.9% | +95.7% | -69.9% | +4.2% |
| All | +25.9% | +98.1% | -72.2% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling