+733.6%
IWM vs B
+236.6%
+497.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.6% |
| 7D | -4.6% | +4.3% | -8.9% | -5.0% |
| 30D | -3.7% | -0.9% | -2.7% | -3.7% |
| 3M | -9.4% | -1.4% | -8.0% | -9.4% |
| 6M | -3.6% | +5.0% | -8.6% | -4.5% |
| YTD | +10.8% | -5.8% | +16.7% | +10.7% |
| 1Y | +11.9% | +25.6% | -13.7% | +8.5% |
| 3Y | +60.6% | +161.6% | -101.1% | +43.4% |
| 5Y | +19.2% | +135.2% | -116.0% | +6.6% |
| 10Y | +165.3% | +170.7% | -5.4% | +128.5% |
| All | +733.6% | +236.6% | +497.1% | +608.1% |
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 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