+44.2%
IWM vs AS
+134.9%
-90.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -2.0% | +6.9% | -9.0% | -3.4% |
| 30D | -1.5% | +16.0% | -17.4% | -4.5% |
| 3M | -8.0% | -12.8% | +4.8% | -5.6% |
| 6M | -4.1% | -15.4% | +11.3% | -1.3% |
| YTD | +11.9% | -15.7% | +27.7% | +14.6% |
| 1Y | +15.0% | +6.1% | +9.0% | +12.3% |
| All | +44.2% | +134.9% | -90.6% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling