+71.5%
IWM vs COMP
+423.0%
-351.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.7% | +0.5% |
| 7D | +0.3% | +7.2% | -6.9% | -0.9% |
| 30D | +0.6% | +6.4% | -5.8% | -0.7% |
| 3M | -6.2% | -19.4% | +13.2% | -3.7% |
| 6M | -0.8% | +14.6% | -15.3% | -4.1% |
| YTD | +14.8% | -5.5% | +20.2% | +12.6% |
| 1Y | +16.1% | +13.7% | +2.5% | +10.5% |
| 3Y | +71.5% | +409.7% | -338.2% | +17.1% |
| All | +71.5% | +423.0% | -351.5% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 3y: compounded portfolio wealth divided by compounded COMP 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…
3y analysis · Full analysis span regression · 6 months rolling