+741.9%
IWM vs B
+238.4%
+503.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.9% |
| 7D | -2.0% | +9.6% | -11.6% | -3.0% |
| 30D | -1.5% | +3.5% | -5.0% | -1.9% |
| 3M | -8.0% | -1.6% | -6.4% | -8.0% |
| 6M | -4.1% | -1.7% | -2.4% | -4.4% |
| YTD | +11.9% | -5.3% | +17.3% | +11.7% |
| 1Y | +15.0% | +27.2% | -12.2% | +11.4% |
| 3Y | +64.2% | +166.1% | -101.9% | +46.4% |
| 5Y | +20.4% | +136.5% | -116.1% | +7.6% |
| 10Y | +168.0% | +172.2% | -4.2% | +130.7% |
| All | +741.9% | +238.4% | +503.5% | +614.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling