+42.8%
IWM vs AS
+133.7%
-90.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -4.1% |
| 7D | -4.6% | +7.1% | -11.7% | -5.9% |
| 30D | -3.7% | +12.8% | -16.5% | -6.1% |
| 3M | -9.4% | -14.7% | +5.4% | -6.6% |
| 6M | -3.6% | -9.9% | +6.3% | -2.1% |
| YTD | +10.8% | -16.1% | +27.0% | +13.6% |
| 1Y | +11.9% | +0.2% | +11.7% | +10.4% |
| All | +42.8% | +133.7% | -90.9% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling