+41.0%
IWM vs COMP
-47.7%
+88.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.2% |
| 7D | +0.1% | +1.4% | -1.3% | -0.1% |
| 30D | -1.3% | -13.3% | +12.1% | +0.7% |
| 3M | +1.6% | +41.1% | -39.5% | -4.0% |
| 6M | +13.6% | +17.2% | -3.6% | +9.0% |
| YTD | +20.8% | +5.2% | +15.5% | +17.2% |
| 1Y | +26.4% | +18.9% | +7.5% | +19.8% |
| 3Y | +60.7% | +215.9% | -155.2% | +24.6% |
| 5Y | +38.2% | -31.2% | +69.4% | +21.8% |
| All | +41.0% | -47.7% | +88.7% | +28.4% |
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