+23.7%
IWM vs AU
+392.2%
-368.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.8% | +3.1% | -1.1% |
| 7D | +2.8% | -1.1% | +3.8% | +2.8% |
| 30D | +0.6% | -4.4% | +5.0% | +1.0% |
| 3M | -7.8% | -10.0% | +2.2% | -7.0% |
| 6M | -1.0% | -14.5% | +13.5% | 0.0% |
| YTD | +13.9% | +6.4% | +7.5% | +11.5% |
| 1Y | +15.4% | +7.7% | +7.8% | +12.7% |
| 3Y | +70.2% | +514.1% | -443.9% | +32.0% |
| 5Y | +23.7% | +386.5% | -362.9% | -9.6% |
| All | +23.7% | +392.2% | -368.5% | -9.6% |
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