+38.2%
IWM vs AU
+673.1%
-635.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.5% |
| 7D | -2.5% | -7.0% | +4.4% | -1.8% |
| 30D | -4.4% | +7.3% | -11.7% | -5.3% |
| 3M | +2.2% | +33.2% | -31.0% | -1.5% |
| 6M | +14.0% | -0.6% | +14.6% | +13.0% |
| YTD | +17.4% | +26.2% | -8.8% | +13.0% |
| 1Y | +22.9% | +68.3% | -45.3% | +14.5% |
| 3Y | +62.1% | +592.1% | -530.1% | +24.8% |
| 5Y | +38.2% | +685.3% | -647.1% | +3.8% |
| All | +38.2% | +673.1% | -635.0% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling