+63.3%
IWM vs AU
+604.2%
-540.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.4% |
| 7D | -1.1% | +0.6% | -1.8% | -1.2% |
| 30D | -3.1% | +12.3% | -15.4% | -4.5% |
| 3M | +2.2% | +29.4% | -27.1% | -1.1% |
| 6M | +15.1% | +3.2% | +11.9% | +13.5% |
| YTD | +18.6% | +31.8% | -13.2% | +13.8% |
| 1Y | +24.0% | +83.4% | -59.4% | +15.2% |
| All | +63.3% | +604.2% | -540.8% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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