+26.4%
IWM vs B
+70.0%
-43.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.7% |
| 7D | +0.1% | -1.6% | +1.7% | +0.3% |
| 30D | -1.3% | +9.4% | -10.7% | -3.0% |
| 3M | +1.6% | +5.0% | -3.4% | +0.3% |
| 6M | +13.6% | -3.5% | +17.1% | +12.9% |
| YTD | +20.8% | +4.5% | +16.3% | +18.1% |
| 1Y | +26.4% | +67.8% | -41.4% | +18.5% |
| All | +26.4% | +70.0% | -43.5% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling