+20.0%
IWM vs COMP
-17.6%
+37.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.7% | -9.7% | -0.6% |
| 7D | -2.0% | +13.4% | -15.5% | -4.0% |
| 30D | -1.5% | +11.1% | -12.6% | -3.3% |
| 3M | -8.0% | -18.8% | +10.8% | -5.6% |
| 6M | -4.1% | +10.5% | -14.6% | -6.7% |
| YTD | +11.9% | -3.4% | +15.3% | +9.6% |
| 1Y | +15.0% | +19.7% | -4.7% | +8.9% |
| 3Y | +64.2% | +381.6% | -317.4% | +19.4% |
| All | +20.0% | -17.6% | +37.6% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling