+201.9%
IWM vs AR
-32.8%
+234.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.8% | -1.8% | -4.2% |
| 7D | -4.6% | -11.7% | +7.1% | -2.9% |
| 30D | -3.7% | +1.8% | -5.5% | -4.1% |
| 3M | -9.4% | +6.0% | -15.3% | -10.5% |
| 6M | -3.6% | -7.0% | +3.4% | -3.2% |
| YTD | +10.8% | +5.6% | +5.3% | +8.6% |
| 1Y | +11.9% | +10.8% | +1.1% | +8.6% |
| 3Y | +60.6% | +19.3% | +41.2% | +51.3% |
| 5Y | +19.2% | +73.3% | -54.1% | +3.5% |
| 10Y | +165.3% | +47.6% | +117.8% | +107.3% |
| All | +201.9% | -32.8% | +234.7% | +160.2% |
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 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