+62.6%
IWM vs COMP
+309.8%
-247.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -8.2% | +3.6% | -3.3% |
| 7D | -4.6% | -1.8% | -2.8% | -4.4% |
| 30D | -3.7% | -0.8% | -2.9% | -3.8% |
| 3M | -9.4% | -28.1% | +18.8% | -5.2% |
| 6M | -3.6% | +27.0% | -30.6% | -8.7% |
| YTD | +10.8% | -12.8% | +23.6% | +10.2% |
| 1Y | +11.9% | +4.9% | +7.0% | +7.9% |
| All | +62.6% | +309.8% | -247.2% | +13.5% |
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