+46.3%
IWM vs AS
+123.4%
-77.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +1.4% | -4.9% | +6.3% | +2.5% |
| 30D | +2.3% | +3.9% | -1.6% | +1.4% |
| 3M | -8.3% | -9.6% | +1.3% | -6.6% |
| 6M | -1.3% | -8.7% | +7.3% | 0.0% |
| YTD | +13.5% | -19.8% | +33.4% | +17.4% |
| 1Y | +18.4% | -1.5% | +19.9% | +17.3% |
| All | +46.3% | +123.4% | -77.2% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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