+55.6%
IWM vs AS
+120.4%
-64.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -0.5% |
| 7D | +0.1% | -4.9% | +5.0% | +1.1% |
| 30D | -1.3% | -19.6% | +18.3% | +3.1% |
| 3M | +1.6% | -14.4% | +16.0% | +4.5% |
| 6M | +13.6% | -20.1% | +33.7% | +18.0% |
| YTD | +20.8% | -20.9% | +41.7% | +25.5% |
| 1Y | +26.4% | -21.9% | +48.3% | +31.2% |
| All | +55.6% | +120.4% | -64.8% | +34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling