+16.9%
IWM vs COO
-8.8%
+25.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.7% | +2.8% |
| 7D | +1.2% | +4.3% | -3.1% | +0.5% |
| 30D | +1.3% | +17.6% | -16.3% | -1.4% |
| 3M | -6.1% | -13.9% | +7.8% | -3.4% |
| 6M | -0.1% | +6.6% | -6.6% | -3.2% |
| YTD | +15.5% | -22.0% | +37.5% | +26.8% |
| All | +16.9% | -8.8% | +25.7% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling