+13.6%
IWM vs B
-4.5%
+18.1%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.7% |
| 7D | +0.1% | -1.6% | +1.7% | +0.4% |
| 30D | -1.3% | +9.4% | -10.7% | -3.4% |
| 3M | +1.6% | +5.0% | -3.4% | +0.3% |
| 6M | +13.6% | -3.5% | +17.1% | +14.1% |
| All | +13.6% | -4.5% | +18.1% | +14.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling