+808.3%
IWM vs COO
+1,611.4%
-803.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.8% |
| 7D | +0.1% | -2.2% | +2.3% | +0.8% |
| 30D | -1.3% | -7.0% | +5.8% | +1.1% |
| 3M | +1.6% | +12.2% | -10.6% | -2.9% |
| 6M | +13.6% | -15.1% | +28.7% | +19.2% |
| YTD | +20.8% | -15.1% | +35.8% | +26.7% |
| 1Y | +26.4% | +2.3% | +24.1% | +23.9% |
| 3Y | +60.7% | -23.7% | +84.4% | +70.3% |
| 5Y | +38.2% | -38.9% | +77.1% | +56.2% |
| 10Y | +169.5% | +49.9% | +119.5% | +125.0% |
| All | +808.3% | +1,611.4% | -803.1% | +248.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling