+43.0%
IWM vs AUR
-34.9%
+77.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.1% | -0.8% |
| 7D | +1.4% | +19.2% | -17.8% | -0.9% |
| 30D | -2.3% | -7.8% | +5.5% | -1.5% |
| 3M | +4.0% | +4.0% | 0.0% | +2.9% |
| 6M | +17.9% | +45.0% | -27.1% | +11.0% |
| YTD | +20.2% | +69.5% | -49.3% | +10.6% |
| 1Y | +25.0% | +13.0% | +11.9% | +20.4% |
| 3Y | +66.0% | +90.4% | -24.4% | +37.0% |
| 5Y | +40.0% | -34.2% | +74.2% | +13.4% |
| All | +43.0% | -34.9% | +77.9% | +15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling