+29.4%
IWM vs COMP
-56.6%
+86.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -8.2% | +3.6% | -3.4% |
| 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% | -5.3% |
| 6M | -3.6% | +27.0% | -30.6% | -8.5% |
| YTD | +10.8% | -12.8% | +23.6% | +10.3% |
| 1Y | +11.9% | +4.9% | +7.0% | +8.1% |
| 3Y | +60.6% | +321.0% | -260.4% | +19.7% |
| 5Y | +19.2% | -25.6% | +44.8% | +4.3% |
| All | +29.4% | -56.6% | +86.0% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling