+64.1%
IWM vs COO
-23.4%
+87.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | +0.1% | -2.2% | +2.3% | +0.7% |
| 30D | -1.3% | -7.0% | +5.8% | +0.8% |
| 3M | +1.6% | +12.2% | -10.6% | -2.5% |
| 6M | +13.6% | -15.1% | +28.7% | +19.3% |
| YTD | +20.8% | -15.1% | +35.8% | +26.8% |
| 1Y | +26.4% | +2.3% | +24.1% | +24.6% |
| All | +64.1% | -23.4% | +87.6% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling