+228.9%
IWM vs AR
-27.2%
+256.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +0.1% | +2.5% | -2.4% | -0.3% |
| 30D | -1.3% | +14.8% | -16.1% | -3.3% |
| 3M | +1.6% | +6.2% | -4.6% | +0.4% |
| 6M | +13.6% | +4.3% | +9.3% | +12.1% |
| YTD | +20.8% | +14.4% | +6.4% | +17.2% |
| 1Y | +26.4% | +21.3% | +5.1% | +21.3% |
| 3Y | +60.7% | +39.8% | +20.9% | +48.2% |
| 5Y | +38.2% | +142.1% | -103.9% | +14.6% |
| 10Y | +169.5% | +52.0% | +117.4% | +109.8% |
| All | +228.9% | -27.2% | +256.1% | +180.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling