+70.2%
IWM vs COO
-24.6%
+94.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.3% |
| 7D | +2.8% | -2.1% | +4.8% | +3.3% |
| 30D | +0.6% | +13.9% | -13.3% | -2.8% |
| 3M | -7.8% | -18.9% | +11.2% | -2.6% |
| 6M | -1.0% | +3.7% | -4.7% | -3.5% |
| YTD | +13.9% | -24.1% | +38.0% | +22.8% |
| 1Y | +15.4% | -14.2% | +29.7% | +19.5% |
| All | +70.2% | -24.6% | +94.8% | +72.0% |
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