+40.2%
IWM vs AUR
-35.7%
+75.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.2% |
| 7D | -2.4% | +1.4% | -3.8% | -2.6% |
| 30D | -4.6% | -6.4% | +1.8% | -4.0% |
| 3M | -0.3% | +7.7% | -8.0% | -1.8% |
| 6M | +14.7% | +44.5% | -29.8% | +8.1% |
| YTD | +17.8% | +67.4% | -49.6% | +8.6% |
| 1Y | +21.2% | +15.4% | +5.8% | +16.5% |
| 3Y | +62.3% | +94.8% | -32.5% | +33.6% |
| 5Y | +38.7% | -35.1% | +73.8% | +12.5% |
| All | +40.2% | -35.7% | +75.9% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 10y: compounded portfolio wealth divided by compounded AUR 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…
10y analysis · Full analysis span regression · 6 months rolling