+741.9%
IWM vs COO
+1,433.6%
-691.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.6% |
| 7D | -2.0% | +4.7% | -6.7% | -3.6% |
| 30D | -1.5% | +13.9% | -15.4% | -5.8% |
| 3M | -8.0% | -14.9% | +6.9% | -3.7% |
| 6M | -4.1% | +2.0% | -6.1% | -6.3% |
| YTD | +11.9% | -23.9% | +35.8% | +20.9% |
| 1Y | +15.0% | -9.6% | +24.6% | +16.9% |
| 3Y | +64.2% | -25.4% | +89.6% | +74.0% |
| 5Y | +20.4% | -41.2% | +61.6% | +36.9% |
| 10Y | +168.0% | +42.1% | +125.9% | +126.4% |
| All | +741.9% | +1,433.6% | -691.7% | +232.2% |
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