+808.3%
IWM vs C
-38.9%
+847.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.1% | +3.6% | -3.5% | -1.1% |
| 30D | -1.3% | +0.1% | -1.3% | -1.3% |
| 3M | +1.6% | +2.4% | -0.8% | +0.6% |
| 6M | +13.6% | +24.9% | -11.4% | +5.2% |
| YTD | +20.8% | +19.8% | +0.9% | +13.0% |
| 1Y | +26.4% | +44.9% | -18.4% | +11.1% |
| 3Y | +60.7% | +263.0% | -202.3% | +4.2% |
| 5Y | +38.2% | +129.5% | -91.3% | +2.8% |
| 10Y | +169.5% | +291.6% | -122.1% | +65.8% |
| All | +808.3% | -38.9% | +847.2% | +639.2% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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